So, went to the local hardware store earlier today. Got some inspiration of using these tee nuts along with the wheel clips I got yesterday. I refuse to call them wheel weights. I am going to attempt to use 3 clips per wheel, spaced 120 degrees apart.
(click on each image to enlarge)
For each tee nut, had to flatten two of the three spikes.
After that, chopped off part of the tee nut, along with the third spike.
Drilled a hole in the wheel clip, beveled out the hole, and the tee nut fits just fine. There is going to be a slight gap, as the tee nut is going to be sandwiched between the wheel and the wheel clip.
The clips themselves are stainless steel, so drilling a hole in one of them was fun. Remember to keep plenty of cutting oil on hand, use an extra tee nut as a guide for drilling the pilot hole, drill using a slow speed, and press a bit harder than you would with drilling through ordinary steel.