I've been to Cozumel 3 or 4 times (my parents had a time share there at the Coral Princess... GREAT hotel by the way). It was 15 years ago now (pre-kilt wearing days), but there WERE lots of different nationalities there and it was a fun place. I would expect that your lighter weight kilts would serve you well.

I'm not sure EXACTLY where they were (it wasn't in Cozumel, but on the 'mainland'), but DO take a tour of the Mayan Ruins when you're there. VERY neat stuff.