Well, I tried lead weights, which were thick and prone to getting pealed off at a later date in my not so delicate hands. That was after I messed up the clay on a couple during the winter. Then I ran across the lead tape and figured I'd try it. Seems to adhere well and is thin enough that it...
I like to use golfers lead tape. I tend to mess up clay when running in snow/wet areas.
https://www.amazon.com/SummerHouse-Density-Available-Thickness-Fishing/dp/B06VVFYWNQ
https://www.amazon.com/Brampton-Lead-Tape-Golf-Clubs/dp/B005CJL2M4