Interestingly when that review discussed the vests they seem to be focused on wearing weights while doing gym-like exercises, as opposed to wearing when walking or just pottering around etc, which is the only interest I would have as I never go to a gym and never run. I used to have a waistcoat with multiple pockets to carry photographic bits: if I still have it maybe I’ll see if I can add some pockets to the back, and then cut up some scrap lead sheet that I’ve got to see if I can knock up something wearable at least to try. If 11% of body weight is enough to have a significant effect as that medical article indicated, then depending on size of pockets it might not even need as much as 10mm total thickness in each pocket. Whether comfortable to wear is another matter, which of course is fundamental requirement.