That is what I do, but I do it a specific way.
I have XS scuba weight pockets that hold up to 5 pounds. I have never needed that much, so that is plenty. I use a single tank adaptor, but what I do would work if you have permanently mounted cam bands. I thread them in opposite directions, so that one clamps to the right and one clamps to the left. The weight pockets are placed next to the clamp, so that one is snug against the right side of the wind and one is snug against the left side of the wing. This balances the weight between high and low and between left and right. It also gets them close to the body mass, rather than out at the far edge of the tank.
