You might check to see whether there are any Scottish Country Dance groups in your area. Many of the groups do a formal ball once or twice a year. That was one of my motivations for SCD . . . it's fun to dress formally once in a while, but no one in my regular social circle does.

You could start hosting dinner parties . . .

You could get involved with charitable activities which do formal events for fund raising. (Of course, the down-side to a commitment like this is that it might leave you with less time for kiltmaking and other valuable activities!)