Perhaps someone may care:
There is a metal toroid used to hold the weights on a bar bell, etc. A screw is screwed in through its side to prevent the weight from sliding off (as the toroid is also slid on the rod as the weights are). If you were to take that toroid, you might find it useful in conjunction with with an Ace bandage or sock. The weight seems too minimal to require that it be taken off throughout the night.