denser, heavier soft plastic (worm) resin

I've been making my lures with soft plastic
worm resin. I'm trying to keep the overal weight down
(on homemade minnows) so I can cast them with a flyrod.

But worm resin is lighter than water: if floats. To make it
sink you have to add lead. If the resin started out as
dense or a maybe a little denser than water, it would
sink without adding lead. That would make a lure that sinks
with less overall weight.

Anybody know if "heavier, denser" soft plastic resin exists?
Can you buy it?
Can you add something to it, before heating it up, to make it
heavier?