i just used the steal barbells that are 5 sided works on most applications. some surfaces are to rough and cause to much vibration which causes weights to fall off not a good thing! :o)
ive though of trying to get some flat weights or even have a buddy make some shaped concrete weights that would wrap around the machine.
You could try using runners' weights, which should certainly be available at any runners' specialty shop, or in the running footwear section of a large sporting goods store. They are intended to be wrapped around either wrists or lower leg areas, and can easily be wrapped around the Challenger's shaft. I bought mine at the New Balance factory store near me in Lawrence MA.