It doesn't matter which gender kilt-checks me. In the military, a kilt check of a regimentally-dressed kilted officer, results in a round of drinks for everyone in the room/bar, and I'm always regimental. That usually shuts up the offending person. If the kilted officer is wearing anything under his kilt, he buys the round of drinks.

"Gentlemen! This round of drinks is on So-and-so for their kilt-check curiosity." That also, satisfies all others in the bar/room as to what you're wearing under your kilt.