There is a tree at the Pacific Bonsai Museum that is used as an example of using weights hung from branches, rather than wires. It is to give an example of an early technique. They are using rocks wrapped with string.
I use this method with fishing weights for trees that become brittle when the growth hardens, and are far more maleable while growth is green. For these trees, that green growth can be very fragile, and a small weight works, although only in one direction!
My trees in the ground have some minimal wiring: a western hemlock and a giant sequoia. I check those trees as part of my daily bonsai rounds, so I'm not worried about scars. They will be in the ground for several years yet, and without some initial training, they are not likely to develop any character on your own.