I suggest that you go with a "bikini" style in black or gray rather than the "bicycle" or boxer styles - even if you only wear them once. Personally, I plan to dress "authentic". I think I would be less embarrassed flashing a bit of upper thigh than I would underwear. If you have a medium to heavyweight traditional kilt and sporran, it will take a stiff wind or an updraft to reveal any family heritage. Traditional kilts being sewn down at the hips helps.
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