I have the Billy Pigg recording of the "Wild Hills Of Whannies", and very beautiful it is. I've never thought of an accompaniment for it. There's a musician* in Sussex who plays it at local sessions on Northumbrian small pipes and we sit back and listen while he plays it as a solo - just for the sheer pleasure of hearing him play it.

*Derrick Hughes - you can see him playing the small pipes on video in the thread I posted today about the Twagger Band.