I had a similar idea recently (that, not having any spare time at all at the moment, have been unable to realize). I was doing a crossword on a train, and between use, I tucked my pen in my sock, in roughly sgian position.

Inspired by the thought that I rarely need to stab or cut anything when kilted, but often do crosswords, my thought was to make a pencil case in the shape of a sgian. One could probably be made that would fit two or three pens or pencils, although three might be pushing it in terms of the durability of the item.