Adding a 20kg checked-in bag (as I often do) for the return sometimes makes sense. Ryanair will charge £45, for example. 12 bottles with those inflatable plastic protectors usually comes under that weight if you avoid those Jancis-admonished naughty heavy ones. That will add under £4 per bottle - often worth it; either for the lower price you’ll be paying at a cellar door, or moot if the bottle is unavailable in the UK anyway. The allowance these days is 24 botts / 18 litres wine per traveller.
I usually don’t use a second travel case, but during my trip I will obtain 2 x cardboard wine cases; one to fit in the other, and take the uninflated protectors in my main luggage on the outbound leg. I also take a roll of sturdy gaffer tape to reinforce the corners and seal the top, and some heavy duty string or baler twine so the case can be lifted easily.
The case can be checked in and I have never had one declined; they often direct you to the outsize area, but invariably it appears on the regular carousel on arrival.
Over 20 years of doing this I have had 2 x breakages, both from handlers at US airports.
You can sometimes buy those bespoke cardboard cases with integral expanded polystyrene bottle shaped recesses which are quite nice, but those inflatable covers are fine.