Mike,
Interesting question. I think the bags are really heavy already, when just using play sand or heavy sand. I think my Edgewood mini gator is about 25 lbs with heavy sand. Not sure what advantages lead would have over heavy sand. There has always been a lot of discussion that bags can be too hard, I think lead shot would take you down that path, and the rifle would tend to jump or bounce out of the rear bag under recoil.
Rick