A cut-and-project set which is not bi-Lipschitz equivalent to a lattice

We construct a cut-and-project set in a totally irrational plane in $\mathbb{R}^3$, with a compact window which is the closure of its interior and has countable boundary, which is not bi-Lipschitz equivalent to a lattice. This answers a question of Burago and Kleiner about cut-and-project sets, and shows in particular that the hypothesis of boundary measure zero is not enough to guarantee bi-Lipschitz equivalence to a lattice. Since our set has uniform density, it also shows that a non-rectifiable Delone set need not encode a non-realisable density, answering a question of Bhat and Dymond.