The winger, who celebrates his 18th birthday today – just in time for a wee tipple to toast the New Year – was at the Rugby Park club as a teenager only for the club's doctors to discover a hip defect which led to manager Kenny Shiels releasing him. It was a traumatic time for the young player, but thankfully there have been no recurrences of the problem since his emergence as a first pick for Rangers this season.
"I went for my medical and Kilmarnock said they had found a problem – it all escalated from there," McKay said. "Kenny Shiels and the physio told me I had to leave the club. When I came out I didn't want to do anything or see anybody.
"Then I got the phone call from Rangers and it gave me a lift. So when I came here I felt I had a point to prove to Kilmarnock. I feel fine and I wouldn't say there is anything wrong with me. It's been a great year for me and I'm not quite sure how I top it. I'd like to keep playing and build on it and it would also be nice to get my first medal at Rangers."
If McKay wants a role model for putting early disappointment behind him to carve out a career, he could do worse than look at his manager. Ally McCoist recalls being passed over by none other than Sir Alex Ferguson at St Mirren, but it didn't stop him recording a glorious career for club and country.
The process, of course, also works in reverse, with Kris Boyd and Steven Naismith just two players that were released by Rangers only to be bought back for big fees. "I had seen a little of him Barrie, but I'd no idea he would progress the way he has," said McCoist. "I'm delighted, more than surprised, that Kilmarnock released him. But that's what happens – we've had boys who've gone and come back to bite you on the backside.
"The young boys we release, I shake them by the hand and tell them to go and prove us wrong. And if they do it, fantastic.
"I was let go by Fergie at St Mirren. When I was 13 or 14-years-old, Fergie used to pick me up at Calderwood in East Kilbride after I'd finished school. He would take Stevie Cowan and myself over to train with the 'S' Forms at St Mirren, while he trained the first team.
"Then we'd wait for him finishing and he'd take us back to East Kilbride. But I was told I was just too small. Devastated, I was. I have let him off, though. We've made up since then."