In general I agree with Dave and Chris, but some parts have leads that can't be clinched (connectors, some header sticks, etc.). If the problem part has not been a floater in the past, then check the lead finish and your flux application. A bad finish will not take solder as well and will tend to float up on top of the solder. Your flux is supposed to prevent this, but it can only do so much and you have to make sure it's being applied to these parts.
Here are a couple of things to keep in mind, if you still want to use weights: 1) Use the lightest weight that will do the job. Too much could cause the board to bow downward, with a variety of results, none of them good. 2) You can stuff the bags with anything that can take the heat exposure, BB's, sand, whatever. It's the cloth you have to keep an eye on. I don't recommend sand as it will work through the cloth too easily. 3) The area under the bag will not get the full exposure to your preheat if you have topside preheaters. If this is a problem, consider getting small metal weights machined to fit on the problem part.
By far, the preferred solution is to make sure you're getting parts with a good lead finish, and not have to worry about holding the part down. Your inspectors will have to pay more attention to the topside solder on thes parts, as you may not get much flow of solder up through the pth if the lead has a bad finish.
Good luck, Mike F.
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