When I looked into this, the consensus seemed to be that the best form of gold, if you want to physically hold it yourself, is gold coins minted by reputable national mints. American Gold Eagles, South Africa Krugerrands, etc. These trade at close to spot.

And a 1 oz Krugerrand or Gold Eagle is about $20,000. If you can afford enough volume of those that it’s difficult to secure them, you can afford to secure them.