When the purpose is to add weight and mass, why would you go with aluminum? Looks great, tho.
And the weights are designed so that they only contact the bar through some pretty flexible rubber, and part of the weight is deep inside the bar. The idea is that they will absorb/dampen the bars vibration. More rigidly mounted weights will simply make it worse.
The part inside the handle bar should not come out. There is a clip that holds it. If the bar end weight screw is backing out it needs thread locker on it. The OEM screw is an ALOC screw. That means is has a pre-applied locker on it. If you remove it you must add your own locker or buy another screw from Honda.