Steve, Welcome!
Never looked at a Lima King so I have no clue to the form of the weight; but if one is not readily sourced, sheet lead is easily cut with a Stanley knife to fit in the voids in the tender. That's what I would do. Most Builder's and Plumber's merchants will hold stock, and will likely have some chopped in pieces for recycling, you might even get some free if you are buying other items...
Never looked at a Lima King so I have no clue to the form of the weight; but if one is not readily sourced, sheet lead is easily cut with a Stanley knife to fit in the voids in the tender. That's what I would do. Most Builder's and Plumber's merchants will hold stock, and will likely have some chopped in pieces for recycling, you might even get some free if you are buying other items...