Interesting! I don't remember anyone trying welded in tungsten in a bot. In a kinetic weapon of a given weight and diameter, you can maximise the energy by moving as much weight as possible out to the perimeter, so adding tungsten to the rim of a disk would be a compact way to increase energy. On the other hand, milling a slot and welding it over could compromise the tensile strength of the steel, particularly if its something like Hardox.

If you used that technique and made the weapon a bar rather than a disk it will give us several pages worth of cheesy puns, so that's definitely the way to go