Arrays of atoms trapped in optical tweezers combine features of programmable analog quantum simulators with atomic quantum sensors. Here we propose variational quantum algorithms, tailored for tweezer arrays as programmable quantum sensors, capable of generating entangled states on-demand for precision metrology. The scheme is designed to generate metrological enhancement by optimizing it in a feedback loop on the quantum device itself, thus preparing the best entangled states given the available quantum resources. We apply our ideas to generate spin-squeezed states on Sr atom tweezer arrays, where finite-range interactions are generated through Rydberg dressing. The complexity of experimental variational optimization of our quantum circuits is expected to scale favorably with system size. We numerically show our approach to be robust to noise, and surpassing known protocols.