Metal center bands, metal sections, metal clips, metal segments, etc. the more metal, the heavier. Many of these parts can be machined on a wood lathe with HSS tools.
If you're casting your own blanks Alumilite sells tungsten powder. It will obviously change the color but it might be worth experimenting with.
Personally, I consider the light weight a feature rather than a bug. If you compare the weight to a Pelikan M series pen of similar size Orr any vintage Parker, Sheaffer, etc you will find it to be in the same ballpark.