I have pondered the idea of wearing some old snug calved, stretchy skinny jeans I have. The down side is I would need to remove the kilt hose to get them off and on. They do provide a fly for the "necessaries", but holding up a kilt and dropping trousers at the same time could be too interesting. Wearing this indoors would be too hot.
I normally wear my kilts a bit lower ( just below the knee cap ) when it is really cold outside here. That is all that is needed to keep the knobby knees warm. Back inside the kilt goes back up real easily.