I agree with all of the above. I wish I had photographed the making of the box itself, but from the first picture, you can see its construction. I just made its dimensions to fit 1/4"-oz pieces of lead fairly snugly. It is made of 1/8" or 3/32" plywood pieces, epoxied together. The tie-down bolt hole is centrally located by drilling at the intersection of the bottom- and top- piece diagonals. A 4-40 screw and blind nut plus washer are used. Then a piece of balsa is drilled to match the lid and sanded to the airfoil contour after installation in the wing. I use tape to separate the lid from any epoxy overflow when attaching the box to the last rib and spar. I do as Ty suggests to attain a surface for the silkspan (in my case) to adhere. These surrounding balsa pieces also center the lid, which sits atop the plywood box and has the same dimensions as the outer box itself. Although not required, I also afix to the inner lid a plywood piece that fits snugly inside the box sides. The weight just subtracts from the lead weight needed inside. After installation, I sand everything to the airfoil contour and in the case shown, include an extra stub rib to insure no sharp breaks to the airfoil contour. The lead weights themselves are centrally drilled and cushioned in place with a piece of foam rubber. I have experienced elongation of the holes in the weights from g-forces and a loose fit with the box sides. So far, nothing serious.
Edit: not pictured is a thin curved piece of balsa to maintain the airfoil in front of the box. The box doesn't reach the upper wing surface; so that is just your normal covering in that corresponding area.