What makes for a good 'swimmer' in order see the filling level of Xenon gas in a vessel?
You can easily blow large, incredibly thin bubbles of soft glass with a propane torch or alcohol lamp -- so thin that interference patterns color them. Though fragile, it might be fun to make one as part of the demonstration. You'll need to experiment with surface-to-volume ratio to get it to float in Xe (you could also use halocarbon computer duster or $\ce{CO2}$, rather than expensive Xe). N.B. Use goggles, not just safety glasses, because the thin glass, when it breaks, lofts into the air... and possibly, your eye.

Rehearse, though, because removing the bubble from the tubing is likely to break it. After you get a large, thin bubble, aim the flame at the point where it connects to the tubing, and heat it until the tubing droops to a hair-thin tube. Do not melt this thin tube shut, because outside air-pressure will crush the bubble as it cools! Break that thin tube, leaving a short stem on the bubble. Yes, there will be some slow diffusion through the neck, but the bubble should last for weeks. If the demo is in a temperature-stable location, you might be able to seal the neck without the bubble busting.

There are videos showing lampwork here and here, but I suggest using soft glass (not borosilicate "Kimax" or "Pyrex") for your first bubbles, as it takes much less heat to melt.

BTW, a similar demonstration of density is the Cartesian diver, which also makes a good first student project in flamework:


With ~6 - 8 mm diameter soft glass, blow a bubble which can fit through the mouth of a plastic soda bottle.
Cut the bubble off with a triangular file, leaving a ~10 - 20 mm stem.
Optional: flame-polish the cut stem.
Dribble water into the (cooled) bubble until it just floats in a beaker of water.
Put the bubble in a filled plastic soda bottle, cap the bottle, and squeeze.


When I've had student 11-16 years old do this, it went exceedingly well (I actually had to remind them when lunch-break came that they needed to stop).