Wow, thanks for the link! That's exactly what I was concerned about. The lead could compress and loosen the screw, then the screw could back out into the gap between the rudder and the stabilizer.
Pro-Seal or Loctite sounds like a reasonable option, but it seems better if someone could turn the screw on the outside and actually tighten it instead of just causing the nut to spin. It would be easy to notch the countersunk holes in the lead weight to fit nutplates, then fabricate an aluminum strip connecting them together. Then they could be checked or tightened at any time. Would that be a reasonable method?