I've found that weight pockets tend to slide around a bit more than the bungee method, but that may just be the webbing on my harness.
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A loop of bungee long enough can sip through the slot in the weigh, puled behind the webbing, then stretched back over the weight will securely hold a normal square hard weight on webbing.
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If you are worried about sliding and or the weights falling out just wrap it with duck tape.
I've found that weight pockets tend to slide around a bit more than the bungee method, but that may just be the webbing on my harness.