Actually, I was going to suggest curtain weights...
I think they would be perfect for what you want as well, not least because they are round and heavy, but are also fairly easy to drill/file.
I buy lead penny weights from Merrick & Day
here, and they are perfect for adding a substantial heft to plastic slotta bases.
Depending on how many you need, you could also try looking in any local haberdashers, or even places like EBay. Note that they sell different sizes as well, so if you do some searching, you can get all sorts of diameters and shapes.