Remember my initial tensioning system for weaving with sprang, using soup cans? Since then I have acquired quite a little collection of fishing weights. And last Christmas, my Secret Santa added some more to that collection. Plus he introduced me to something really cool called Tool Dip. I guess it's for coating your hand tools with a rubberized coating. But it works great at coating lead fishing weights, too. You can get it in clear or colors, but I found a kit with the clear stuff and additives so you can mix your own colors. My weights are all different shapes and sizes, so I color-coded them according to weight.
You will often use weights to tension supplementary warp as well, especially if whatever you are doing with the supplementary warp causes it to "take up" at different rates. The same approach would work for that type of application.