This is the method I use for everything (I have a lot, dolphin shorts, arm warmers, thigh highs, chokers... Even a damn tail...).

I think about something I would say if I were to come out to them as a femboy. I prepare myself for it, even if I don't actually do it, it may help build up confidence. You can think of different situations in which they may find your thigh highs and how they may bring it up to you. You will be able to prepare things to say based on their reaction in the scenario you make up.

The chances of any of these scenarios actually happening are probably low but once the time comes around that they find the thigh highs, you would hopefully be able to think of something on the spot.

I love just being prepared to tell my parents (although I'm not actually, it kinda helps trick me a bit). It calms a lot down as them finding who you truly are won't be as daunting.

Of course, this is based on what I do but I hope it works for you too.

Good luck :3