My code above would work nicely since your 5 samples would use the same weighting and so you get the speed win. Build a tiny wrapper to call it 5 times.

For Example:

sub lots_o_indexes
{
  my($count)=@_;

  my @indexlist;
  foreach (1..$count)
  {
    push @indexlist, weighted_rand(@weights);
  }
  return @indexlist;
}
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