Happened on 6th June 1944, when Lord Lovat’s personal piper played for 1 Special Service Brigade.
“Millin, whom Lovat had appointed his personal piper during commando training at Achnacarry, near Fort William in Scotland, was the only man during the landing who wore a kilt – it was the same Cameron tartan kilt his father had worn in Flanders during World War I – and he was armed only with his pipes and the sgian-dubh, or “black knife”,” [Wikipedia]
He was not, apparently, shot by German snipers because they thought he was insane. He lived until 2010. Kilt 1, Lederhosen 0.