If you are doing big pieces, then I guess you could see your own out of leather. Fill it with shot.
If you are doing jewellery engraving you can just use a piece of appropriate sized plate, or plywood screwed to a dowel.
I bought a 25 lb bag of Number 8 bird shoot, lead, and put enough duct tape on it to be pretty much puncture prof. Cove with a Chummy and there you go. For inside ring work I have small hardwood blocks I drilled about .25 deep with spade bits then cut down to below center. You can put them in the vise. Fred