1. Find good fresh weights, not some junk that's been lying around in your dealership for several years in some guys toolbox. Try a high volume tire and wheel shop, they tend to go through their inventory much quicker than a Harley dealership.
2. Properly prepare the wheel surface with a thorough cleaning, finished off with isopropyl alcohol and wiped dry with a clean cloth. Do not touch the cleaned surface or the adhesive.
3. With the wheel and the weights at normal room temperature or higher, apply the weight(s) and press down firmly. It's called pressure sensitive adhesive for a reason; firm pressure is required to assure a good bond. Many people, including those in the factories doing this stuff, tend to think they can just lay the parts in place and the adhesive just magically sticks.
When done right, stick-on weights are very reliable. As is the case with most things, the important part is the prep and then following the process. Shortcuts aren't recommended.
Jerry