I'm not entirely sure that is going to be possible as the reverse of the moulds is hollowed out, so may make it dangerously thin – any extra material may make the whole wheel distort.
Plus, I've only found this on a few wheels, certainly not all of them. For example, have a look at these locos on Wiki:
without &
with
They are reasonably close to each other in production to assume they would share the same source for their wheels, and yet one set shows an out of line set of weights. Can anyone can shed any light on this? Is it simply age has shifted one of the inserts inwards?