Just FYI, I stopped at the Brybelly store in Florida when I picked up one of my first sets (Milanos). After factoring in sales tax, it was cheaper for me to go home and have them shipped. Overseas will likely be different, but just letting you know that sometimes pushing buttons on a keyboard is the cheapest option.
Beyond that, many members have carried chips with their carry-on. (I carry chips on nearly every flight, plus a tiny table so I can play while on the plane). You can expect to be stopped in security and the chips tested for explosives. It only takes 5 minutes or so, but it usually happens.
The cheap aluminum case that is usually associated with Milanos is your biggest risk. The handles are attached with 2 very thin pins. The hinges are attached to pressboard. The latches latch, but dont really secure tightly. One failure on any part, and you have distributed 1000 chips across the airport or the airplane. I've witnessed some brutish individuals trying with all their might to stuff one more bag into an overhead bin. It doesn't matter how careful you are, it's the other guy that will cause issues.