My experience has been that in ports where there were shore excursions that visited wineries, we were mostly allowed to bring wines on board with us, although occasionally we were asked to check them at a table situated just at the boarding area. I remember one port in Italy where pretty much all day long there was a staff member sitting at the boarding area taking wines. When the bus which had taken passengers to a winery pulled up, he was dismissed and those passengers brought their wines to the stateroom. My point is, YMMV.