I use crushed walnut shells for the weight and buckwheat hulls for the fill with less weight..both can take the micro and not be HOT to burn, nor do they pop, burn, etc or attract bugs. You can also get a corn cobb litter at walmart that works really well! Also all 3 of these can absorb essential oils like lavender to help with aroma therapy!
I too make a bag using canvas, or denim then make a pretty sleeve for it go into.