ORIGINAL: Briman

Check weights aren't necessary.
I used a Sierra match king bullet as a check weight- always the same bullet kept by itself in a small ziplock baggie.
I then got a little worried about what my scale was actually weighing and considered paying $20 for a set of check weights.
I made a set of them once using paperclips and coins weighed on an analytical balance at work. I used these for awhile. I checked the scale throughout its range, I checked the SMK against the scale calibrated with check weights. I never saw any variation.

I now just use the same SMK bullet to check the scale every time I use it, nothing else.