I guess what might be "proper" (quotations meant to indicate my hestitation at using a word that has the tenor of judgement about it) would depend on what you are wearing with your kilt. It seems safe to assume that you are wearing traditional kilts. But, is the gang wearing Prince Charlie jackets, argyls or some other kind of jackets? Purists apply different "rules" to different attire (eg. the rule that one does not wear a belt with a waistcoat--not advocating the rule, only say that some pay attention to it).

In my view, it would be worthwhile to know more about the complete outfit.