You're right, pomelo is tricky. You've rightly assumed that looking for the heaviest fruit is best. And, given the amount of pith pomelo carries, a large one is significantly easier to deal with then two small ones.
We always used a good knife - a bread knife? - and cut off the top of the fruit. It might take a few tries until you've cut far enough down to get to the fruit rather then simply into pith. From here we would peel off segments of the pith in handfuls, like you would peel an orange except with more effort, of course! It's hard to describe without photos - my apologies. The idea is to pull off as much of the pith as you can at once.
Once we had the pith removed, we would also cut off the inner skin, which was done by removing each invidual segment and slicing open the top of it. The skin should then peel away from both sides easily and only needs to be ripped off at the bottom. The Indonesians I grew up with were skilled at this and for breakfast we always had a bowl of perfect, big and juicy citrus segments. Without having seen it done and had some practice, pomelo is tricky and can be messy.... but oh, it's worth it if it's a good one. I'm seeing it get more press as time goes by, but it may be a few more years before people discover where to find the best fruit and just how great it on its own.