You basically cant- but sometimes a very thin piece of rubber tubing like from a bike tire- washed in your dishwasher to get all the powder off and then used between the weight and the barrel- will let you make it through a days shooting
Try some "Scotch 33+" electrical tape. It's rated to 105º C/221º F rather than the 80º C/176º F of regular E tape. Apply to clean metal without stretching it. I recommended this to a couple guys who have Graco clamp-on weights that kept moving because the adhesive on the OEM tape kept melting. Their weights haven't moved since.