I have it figured out. I think.
A bi-metal strip.
Copper strip, of a similar thickness, is cut to the same length and width as the strip of nickel.
It is then punctured/drilled in line with the terminals.
Then lie the copper strip flush and flat, and underneath the nickel strip, and dimple the nickel into the holes in the copper. The dimples are made into the nickel so that the two strips now sit into each other, like lego, the protrusion from the nickel dimple sitting into the hole in the copper.
Put the strip back on the batteries and begin welding.
In theory, the welder should "blast" the nickel, aided by the dimpling, through the congruous holes in the copper, and pin the nickel to the battery in the usual fashion, without too much of the weld energy being dissipated into the copper.
The copper strip, which is the lower strip, is then held physically in place against the battery terminals by the simple fact that it is pinned there by the nickel, which is itself welded in.
I will try this tomorrow if I can find any copper strip.