I definitely have a Mini set on my person at all times.
Just a few of my favourite picks in a small leather sparrows case that my first picks came in.
I've carried them on me for almost half a decade now and it's never been an issue.
The only time I don't take them out is if I'm going drinking with the gang and expect to be walking home when the pub closes at two am.
Nothing quiet like stumbling down the sidewalk at 2AM to get looped into a conversation with police.
In my experience, as long as you are following the hobby picking rules and using reasonable common sense, you should never be in a situation where you are searched anyways.
--> this does not apply to anyone in school. Society works different there. Haha