I found that my old Wieder wieght set had broken nuts/bolts that hold the wieghts on the bars. This is a replacement.
You can print without supports but it looks better with them.
The nut part should be at least 20% infill with 3 outer layers, 7 top/bottom layers, while the bolt should be solid. I printed one in PETG which is the strongest but I also used ABS. If the bolt isn't solid it will snap with any sideways force. 100% infill for the bolt.
ABS doesn't supply much friction on the steel bar but it does hold. If it doesn't you could use a bit of tape on the bar and then slip the bolt on the bar and tighten it down.