Yes, I made one and also made a weighted blanket.
Google "How to make a sensory vest" and you can add "for autism" if you need to. You should go to the images and find patterns.
BUT you can make one from a pre-existing vest if you want to just put pockets in it where you can put weights. I got a kids fishing vest that was reversible and put the packets of weights from leg weights and wrist weights from thrift stores.
It's very hard to determine the correct amount of weight too. That is something a physical therapist/occupational therapist can help with.
You can put a kids back pack on them too, then add a couple of smaller books. It's just enough weight to give it some impact but not enough to weigh them down.
Look up Project Linus too. It's weighted blankets. They donate them to kids that need them. Various quilting groups across the nation get calls that Linus blankets are needed and the quilters all start making a bunch of them to be donated. Then they send them to the Linus area organization where they are sent out to kids that need them.
You can make your own. I saw this on an episode of Sewing With Nancy.
They didn't make the regular one. They made one that was long tubes/slots instead of one that is half way across. They bought new flat sheets and then cut them to fit in the width of the tub. Then rolled them up like a long skinny play doh snake...can't think of any description that works better.
Then they pull the "snake" through the long tube in the blanket and close each end with a bit of Velcro to keep the sheet roll inside.
http://www.nancyzieman.com/blog/sewing-with-nancy/sew-a-w...
See the photo on this site? The white comforter looking one? That's what I'm trying to describe. Long channels instead of chopped up bunches of them. This is a good one to make where you use the long skinny snake like flat sheets that are rolled up.
http://sensorycalm.com.au/
There are many many images of things kids with sensory issues can wear or put on their lap or over their shoulders or some other way. Just google it.
I googled black mesh weighted vests then went to the images option on top of the page. There are tons of photos on that page with kids wearing weighted vests that look like cops, army guys, hunters, and more. Then there are kids with weights in their lap, blankets over their shoulders, hoodies, and more. Kids don't have to stand out to have weighted items.
You have so many options of things you can do. Just do some research and look for good patterns that make you feel good about what the kid is going to experience. Too heavy isn't fun, too stiff and unbend-able isn't fun, too hot, to anything and it won't work.