Brass is around 8 gm/cm^3 and lead is 11+.
Oh, but an entire bolt weight machined from brass... never thought of that... hmmm...
EDIT: Scratch that, the weight rides on top of the trunion and will wear it down in a hurry.
I know you've gotten past this already, but a thought hit me as I was reading through this thread just now. A brass weight could be used if you were to countersink and press-fit + glue some nylon round stock (buttons) in several key places in the bolt weight, so that there is always nylon supporting it. The nylon pieces (buttons) don't have to be set very deep, and only need to protrude maybe about 0.020" or so....just enough to keep the brass bolt from contacting the trunion. This same idea laterally supports the piston wrist-pins in my stroker shovelhead, and we used to countersink them in the piston skirts on a top fuel drag bike engine to minimize the effects of skirt loading, so I know it would work well for this. Something to keep in mind for down the road, anyway.
ETA: If my post didn't make sense, just think of the nylon 'buttons' as a bearing surface.