Why not just use real slugs?
Well, if you're reloading already, a stack of glued pennies has a few advantages over real slugs:
First of all, it's a good way "spend" your jar of pennies.
It's less toxic than lead slugs.
Not knowing the cost of glue involved, a stack of pennies is definitely cheaper than a slug.
You can adjust the weight of your "penny stack" easily.
To cut cost more, you can even use foreign coins that's worth less than a penny per coin.