Always carry mine in my carry on. I have only been asked to open them once when leaving New Zealand as they were concerned that they might be candles. The officer asked what they were before she unzipped the case and I just said they are my dilators and she went "Oh, that's Ok then" and we carried on!
Mine have gone through screening in Melbourne & Sydney (lots of times), Auckland, Wellington, Hong Kong, Malaga, Singapore, Seoul and only the once in Wellington were they mentioned. Oh well!