I have no idea where to buy them, but they will be quite a bit more expensive, bigger, and messier than lead, since they'll rust.

If you are handy, you can make your own out of bismuth -- it is nontoxic, melts at a lower temp than lead, is almost as heavy as lead, and not super expensive. There is a specialty metals shop in south Seattle that sells bismuth.
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Regards.

Finegrain
Woodinville