I would just carry them in my purse (ummm...female, right?) or tuck them into my wallet. I've gone back and forth dozens of times (well, maybe two dozen round trips) and in all that time, I've only had my purse searched once. And that was on my very first trip from the UK back to the US. It was all very perfunctory, too.
I've never had a hard time going in either direction. Sometimes, I think they stop you and ask you questions just to see if you get rattled. Don't get rattled, be unfailingly polite, and they'll believe you, even if they run across the rings.