hey there PW, Air Transat here in Quebec allow the plastic bag option, or at least they still were last year--Probably not really practical or worth it for you with crossing a land border first, and travel time to get to Montreal.
When I was going through oversize security with my bike box last summer, a lady was coming through behind me with her plastic bag wrapped bike. I was quite surprised by how few protective bits she was using--ie, she had a pop bottle taped to the fork dropouts instead of a solid plastic thing you can get from a bike store etc and none of the other bits for protecting the rear derailleur etc.
I remember thinking, "hope the baggage handlers are in a good mood"
We spoke a little and she seemed rather innocently oblivious, or very, very naive that everything would be just fine, and I really hope it was.