I take my cones to my local village garage. The inner one works fine, but the outer one fails to hold the wheel in a centralise position. So he uses a conventional outer and despite the doom and gloom reports of doing this, he gets a perfect balance, even with Roadster wheels.
I don't have a problem with knock on weights on the outside either. With stainless rims, marking is minimal. It's different if you have painted/powder coated wheels, in that case its very likely that the existing weights will leave a mark behind.