Just to round out the references, commercial and military surface-supplied diving has used screw-on weights at least since the early 1900s. I believe the 2-bolt style in the image below was first used on leather weight belts on the US Navy Mark V deep sea dress. The image below is an improved version of the belt developed for the Jack Browne rig that uses more water resistant materials.
Miller Diving Commercial Weight Belt
Miller Diving Commercial Weight Belt