I appreciate all the comments
I have put linings in the last three kilts that I made. It just makes things a lot more comfortable and they are not hard to put in at all.
I take remnant satin from the fabric store, hem it on three sides and just sew the remaining side into the waistband. That is the only place that it is attached to the kilt and it works fine that way. It might be a solution for those that are allergic to wool unless you just can't get anywhere near the stuff.

And yes, it is satisfying to get comments on a kilt that you have made yourself

This was a pretty standard kilt as far as putting it together goes, but I did have a bit of a time trying to figure out how to do it to the sett. I wanted to try that anyway, but I think this tartan kind of forced my hand because I really couldn't find a way to pleat it to the stripe and have it look good.
Anyway...I hope this encourages others to try it. Thanks!