I dry hop in the keg with whole hops. I use a hop sock and a handful of marbles, as you describe. However, even with the marbles, 2oz of whole hops don't sink, as a good portion is still suspended on the top. I would imagine a sock would reduce the dryhopping effect compared to just throwing them in loose as Suthrn suggests. However, i rationalized using a sock by convincing myself it's easier to pull out a bag to remove dry hops than fish out 2oz of loose hops.
To get the most of my dryhops, too, i would vigorously swirl my keg ever time i walked by it, as well as squeezing the hop bag to get out all the "juice" when i pulled the bag.