Split shot is as central to keiryu fishing as line is to tenkara anglers. In tenkara fishing, anglers cast the weight of the line and the nearly weightless fly goes along for the ride. In keiryu fishing, anglers cast the weight of the split shot (and to a lesser extent, the weight of the bait) and the nearly weightless line goes along for the ride. The weight also takes the bait down to drift along the bottom, where larger fish are more likely to feed.
In the US, I suspect that many anglers will fish with flies rather than bait, but if they want to use the light lines that are used in keiryu fishing, they will have to use weighted flies or split shot. For that matter, even anglers who fish with a tenkara rod and line or a fly rod and line, if they want to get the fly down near the bottom reliably, they'll have to use weight (not all pools are plunge pools). If you tie your own flies, it is easy to add weight. If you don't you may have to rely on split shot.
Although you will probably want to match the amount of weight used to both current and depth, one BB shot is a good place to start. It will provide sufficient weight to cast the light line used in keiryu fishing.Dinsmores BB Shot - Green Egg - $8
For shallow water or slow currents, a single size 6 shot may be sufficient to get your bait or fly down. Using a single size 6 shot is a bit stealthier, and a pair of size 6 shot, several inches apart, are less likely to get stuck between rocks than a single BB shot.Dinsmore #6 Shot - $8
The Dinsmores Split Shot Four Pack contains four different sizes of shot so you can match the weight to the current and depth. Each pack has environmentally-friendly lead-free shot in 6, 4, 1, BB sizes.
The four sizes will cover you for everything beyond micro fishing (for which I use a #10 shot). When using a light keiryu line, size 6 is about right for shallow streams, up to BB for deep water. For very heavy current, two BB shot will get the hook down to the strike zone before the drift is over.
Dinsmores Split Shot Four Pack - $9.00
(The Dinsmores Four Pack I have now has egg shaped shot rather than round shot.)
Dinsmores #10 shot is ideal for micro fishing, where you want a little weight to get the bait down, but you don't need much. I've also found that a single #10 shot may be enough when fishing with an Overhand Worm in a shallow stream. If fishing with a real worm and a tenkara or seiryu rod, as I wrote about in Ultralight Worm Fishing, a couple #10 shot, maybe 6" and 10" above the hook may be sufficient to get your worm down in knee deep water, and still let it drift quite naturally.Dinsmores #10 shot - $9.00