Just to add my 2 cents:
For some odd reason, I was made to do an SIA security training course for work last year despite not working in security and me being built like a pencil with creeping dad bod.
Two things are important to remember 1) Private security have no legal right to search you for whatever reason unless you give them permission
but also 2) they do have a legal right to eject you from the premises for whatever reason (simply asking you to leave is reason enough, if you refuse then you are refusing to comply with instructions which is itself is cause to eject you from the site) - this does include if you do not comply with being searched
Basically if you do get searched then they're unlikely to eject you from the site for a small amount for personal use (lots of paperwork) so just let them have it (I mean you're not taking your entire weekend's stash out with you at once are you?)