I occasionally do a small pocket between the last pleats before the underapron,the pocket is actually made of cotton and fixed in between the pleats. This is fairly secure , but as with any pocket on a kilt shouldn't be over filled otherwise it will show.
The fringe on the front apron acts a a good foil to disguise the opening.
A few times I;ve put the pocket onthe otherside of the apron, and it's fine for a little loose change or a mobile phone, indeed even a few business cards!