I did these about 2 months ago and did 2 more recently as gifts.
$18 for the weights custom cut 1018 steel round bar and shipped. https://www.onlinemetals.com/en/buy/cold-roll/mild-steel-round-bar-1018-cold-finish/pid/4797
The sizes if you are curious (1" diameter).
Green: 1.5" (target weight 139g)
Blue: 1.85" (target weight 174g)
Red: 2.3" (target weight 219g)
I then drilled them all out around 3/4" depth (until I hit the target weight) with my handheld dewalt drill, which was challenging but doable (high torque, low speed, with some oil).To steady them I drilled a 1" hole into a piece of scrap, cut from the end of the piece to the 1" hole only on one side and clamped each piece of metal into the hole, knelt on either side of the board and drilled. The first one I tried to rig up some dumb thing to center the hole, and as you can see below the 2nd two that I just eyeballed were much better.
I used a 8.6mm drill bit off amazon the first set for .335" shaft tip size, but the second time around I used an 11/32" drill bit from Lowes and it worked just fine. No weights flying off the clubs (yet).
Also these are starting to rust already so in hind sight it might be better to do stainless, but the density is a bit different so you would have to re calculate the lengths above.