I would say refund him minus shipping cost, since it was his error in the end.
Personally, I think he's a dumbass and the fact he couldn't VISUALLY see all the weights were the same size and had to try each kind of proves that. He doesn't deserve a refund, but you have a business reputation to protect. Hence why I'd say to bite the bullet (or BB in this case).
Let's just hope he gets some actual 4.5mm BBs and then accidentally shoots himself in the nuts before he gets a chance to breed.