Simply weighting the whole elevator overnight won't work. The wire has too much elasticity. Trust me, I've built many a twisted elevator. You need to place a shim (1/4-1/2" or so) under the LOW elevator half, then place the weight on the HIGH elevator half. The idea is to stress the wire beyond it's elastic modulus (or ideally just below it, but enough to allow the metal to creep), in order to get some plastic strain out of it. When I do this, I sometimes go overboard and the next morning the high side is now low, but the difference is easily removed with some gentle pressure.

Pinning the elevator to the board while it's drying works only if the holes are straight. If they're not, the pins are forcing the wire to flex, and when the glue dries the elevator will still be twisted. Make sure the holes are straight, or at least that the wire isn't under stress when inserted with the elevator halves flat on your board. In other words, take your time and do it right.