I keep thinking that there has to be away to scribe a fin into a 10 lbs dumbbell weight. Those things are cheap and if you hit a garage sale right, you'd have enough DR weights to last a life time.
Why not rivit a fin on. Can probably mold a piece of aluminum with fin characteristics. It shouldn't be that hard. And your right SuperD, it would be cheaper. A good powder coat would help preserve it.