The group I was with never had any problems when we visited churches in Belgium. Generaly there was at least one person in shorts (and usually it was a girl), and no one objected. The rule I know is that women must have their shoulders and knees covered. I've never heard a similar rule for men. I'm Catholic, and getting married in a Catholic church in a kilt. I know things are different in Europe, but I don't think you'll have a problem. Make sure to wear kilt hose, though, just to be on the safe side.

Cheers,
Nick