What's perhaps interesting is that early military kilts didn't have buckles, and were held at the waist by pins.

The only regiment that wore kilt pins was the Gordon Highlanders, and they wore blanket-pin style pins (as you can see in the photo I posted).

Which makes me wonder if the Gordon Highlanders kilt pins evolved from the pins originally holding the kilt on, simply a matter of one of the pins migrating further down the kilt a bit, where it's visible, and where it became decorative.

I don't believe the story that Queen Victoria ordered all the kilted regiments to wear kilt pins when she saw the wind blowing a soldier's kilt up. For one thing, only the Gordons wore them. For another thing, if the wind blows up that edge of the upper apron the lower apron is underneath. If the wind blows hard enough to lift both aprons, it's going to do so whether or not a kilt pin is there, the military blanket pins having insignificant weight when pinned to a heavy 22oz military kilt. (I know from personal experience, having worn MOD kilts and 16oz civilian kilts in all sorts of wind both with and without kilt pins.)