Guys,
Barb is right when she points out the diferance between pressing and ironing.
The reason wool is such a good fabric for kilts is it doesn't wrinkle very easy. That also means it doesn't take a crease easy.
So pressing pleats is really flattening with pressure. Not ironing with heat. The heat and steam of an iron is just to make the pressing a bit easier. It's the pressure that does the work. Proffesionals use a steam press that generates about 150 psi.
A home iron on a vertical board or home ironing board won't let you generate that kind of pressure.
You need to really lean on the iron and hold it there for a while. The damp cloth is to keep from scorching the fibers and causing a shiny spot. Then you need to sink the heat away quickly.
A good kilt should only need pressing about once a year under normal use. The creases will start to look round and soft.
If your kilt is wrinkled but the creases are still sharp, use a small hand held steamer like they sell for curtians. hang the kilt with two skirt hangers so it's open and round. That will let the wrinkles drop out with their own weight and not harm the sharp creases.
If you need to do your annual pressing then baste it up to hold everything in perfect alignment. Once the crease is in, it's in. A little mistake because you don't want to go thru the trouble of basting can ruin your expensive kilt.