I've made one of these. I used a quilt cover and non toxic pellets I bought on ebay. There are a lot of tutorials online. Here are a couple.

https://ilovemykidsblog.net/2013/09/tutorial-to-make-a-weighted-blanket-diy-can-help-people-with-autism.html

https://www.mamasmiles.com/sewing-tutorial-how-to-make-a-weighted-sensory-blanket/

What about the weights you put inside the hem of curtains would that work?

Look into the different types of weight. There are the poly pellets but in some cases you might need/want a glass (sand) weight. It depends on the sensory part. If they don't have issues with the way things feel -- then the poly pellets are the way to go. Also, there are weight suggestions according to the weight of the recipient.

GO to man sewing at Missouri Quilt. He give tutorials on things to make
or find him on you tube. I remember that some time he did a tutorial on one.

I would find 4 washers at hardware store, make 4 little bags and stitch
them with a large stitch. Will make for easy removal later. 1 bag per corner

You might think about making a denim quilt. Maybe use some of her old jeans and with denim on both front and back and a cotton batting it would be quite heavy. I'd just tie it-too heavy to actually quilt.

I just talked to a lady yesterday that works at the local humanitarian center and they make them there and she told us they sew straight lines down the length of the quilt sewing along the bottom and fill the tubes (or between the lines with rice and they have covers to put the quilt in to protect it since it can't be washed
Hope you can understand what I am describing. Good luck!
Laurine

I do not know if you have the store called Ollies by you but they sell them for 49 dollars! I love mine it helps with my anxiety/panic attacks!

https://ilovemykidsblog.net/2013/09/tutorial-to-make-a-weighted-blanket-diy-can-help-people-with-autism.html

Just got this link in an email on how to make one.

Just got this url in my email today.
https://sewing4free.com/free-tutorial-diy-weighted-blanket/?utm_source=Sewing+4+Free&utm_campaign=3173b6dff0-RSS_EMAIL_S4F&utm_medium=email&utm_term=0_6640698a87-3173b6dff0-71578909