Personally, I would just not wear the sgian dubh. Reasons:

1) a good one costs a lot money,
2) it can snag your hose (as you correctly point out), and
3) in certain parts of the world it's illegal (brott mot "knivlagen" where I'm living).

If anybody asks where the "wee knife" is I would just explain to them that you're a lover and not a fighter.

I've though about a sgian brew thinking they wouldn't snag my hose but being teetotal it wouldn't get too much use from me.