15" rims issue

A little while ago I got a sweet deal on my 33/12.5/15 wrangler Duratracs with great thread on them still. I went with the MT Classic III rims. Went and got them balanced and after about 500 lbs of weight they were good. When I got up to speed I heard some rubbing somewhere on the wheels. Looked at the front wheels and it seemed like the front weights just BARELY cleared the calipers, but they did. Same with the back and the rotors. The shop was closing up so I drove it home and a couple days later I noticed it was gone. I guess the weights got rubbed down enough they didn't touch anymore. Couple months go by and I notice I got some vibration on the highway. Back to the shop and got them rebalanced. Said I was good to go and I was on my way. But what do you know more rubbing. And this time it seemed worse and DEFINITELY was coming from the back. I can see where the weights are touching the rotors. Question is, should I see how it plays out again, or take it back and see if they can do something else with the weights. I refuse to get the weights that go on the outside. Any body else have these issues with their 15" rims?