I looked into the weighted situation a few years back. My grandson loves his weighted blanket! So I was in"vest"igating a vest for while he was at school. We never got that far but I was strongly considering using a fishing vest as those have pockets to add the pellets and are maybe not as obvious to peers. --kinda cool, you know? As I remember, they weren't very expensive and a lot easier than trying to create one on your own.
I have also seen they use weighted pads to put on laps of Alzheimers victims who pace a lot. Apparently they are calming for those folks, as well.