japawil, Benz has it right. My lead weight has a divot which can be loaded with a wax plug. Pretty much any soft wax will do, like beeswax. I wonder if one could even use cheap
glue (that can be dug out again).
I've not done this, but I'm sure you could make a useful divot in any weight one chooses to use. All you need to do is drill out a small hole.
BTW, I did a quick search and found this, and it only cost $35
It's a nice tool when you slide into a completely unknown new anchorage, and you want to get some idea what's down there. Other clues feed into this, of course, but being able to directly sample the bottom is a great advantage.