Like many of the people above, I must have cast many hundreds of sea fishing weights over the years. The best moulds are made of aluminium, its high heat conductivity presumably aiding rapid cooling. I've always done my casting outdoors, and whatever moulds you use they must be absolutely dry. Eye protection, heat-proof gloves, and a thick cotton boiler suit are highly recommended, just in case….
In the old days of hot metal newspaper production, I once worked for a publishing company which had a spectacular accident when a water pipe burst over a very big crucible used recycle press plates and other type metal items. The explosion was huge. I can't remember whether anyone was hurt, but I think about the incident every time I do any fishing weight casting.