Like Alison suggested above, I put mine (inside padded black fabric case) inside our hold baggage, the bodhran itself well stuffed with all my undies, and surrounded by swimming towels and other cushioning items. In this day and age of high baggage charges per item, it makes sense to only have one check-in hold bag!
The other thing is that if they ask you to open a hand-held bag and then find an animal skin in it, you might not get into certain countries!