I've also never used bags although this would have to make for a more stable shooting platform. I try to shoot under what would simulate field conditions although I realize a flat range does not simulate field terrain. I do like the idea of a palm bag especially as this can be transported with the firearm in the case.
There are small bags that you can even attach right to the rear sling swivel so it will be there when you need it.
Otherwise, get a heavy shooting glove and slide that back under the stock when you are prone.
You can get almost as stable with a glove as you are with a beanbag...