Just use the gel beads and stuffing from a diaper, ask any parent and you'll find out quickly that those diapers hold a TON of moisture (well, not actually a ton, unless it's a really big diaper.) You could probably ask a mom on the street or playground for a diaper or two for $2. No point in buying a huge pack of diapers.
I use tea towels, those thin cotton white towels in the kitchen, I fold them to fit neatly into a gallon zip lock bag, then I add enough water to moisten the towel but no more. Freeze that. I use 4 of them, for hip pain, leg pain, back pain. It works well and while they are stiff at first, they begin to form fit after they start to thaw.