If you know anyone with some sewing skills you might try this idea. Hospital supply stores sell closed-cell gel pads in varying thicknesses for wheelchairs. Last time I looked, they were about $70. If you could cut and shape to size and get your sewing pal to fab up a cover, it might get the job done for cheap nickels.
tdragger is right. Get the weight off the tailbone and onto the backs of your legs. I'm fighting the same problem and actually have to mod the bike with fw controls - a lot more expensive proposition, but the seat mod didn't get the job done.
Good luck.