When I pax I always wear my shooting jacket so I can put all my possessions in the pockets and drop it into the tray. I also have a belt with a plastic buckle to avoid the undignified walk while holding my trousers up.
The thing that concerns me is that being a naughty boy I always rub my shooting jacket around the floor on the firing point at my range to ensure it has lots of nice fresh GSR and unburnt propellant on it. Never been stopped.