Muscle cells are interesting. If you push on one, they push back. I mean this on a cellular level. So using a weight may be counter productive because while you are sitting in half lotus with
a weight on the leg, for example, your leg is actually contracting against the weight! The result is very little if any gain in flexibility. You may feel stretch, but you are TRAINING the muscle to contract.
When I teach stretching, I am not only working to stretch the muscle, but to retrain the nerve that is holding it tight.