I've made weighted lap pillows and put beans in them. It is important not to make them too heavy or too light depending on the weight of the child. In fact, I had a "therapy lap dog", a stuffed dog that I stuffed with beans.
If you google sensory motor integration, there are lots of resources for information about weighted vests and the like. It would be worthwhile to find out more about sensory motor integration before making either a vest or lap pad. Sensory motor integration issues are complex. Sometimes the weight helps and sometimes it doesn't.
(some of the commercially made ones I've seen have interior pockets to add the weights----since some kids need more pressure and some benefit from less)
(retired Sp. Ed. PreK teacher)