There is also one company on line that supplies pegs (I gotta find that website again). Sizing is important. Bore straight holes with ships auger bits and a Milwaukee hole hawg. New bits are not properly sharp. They need to be sharpened or "tuned". All this means is cleaning off any burr, or flash, and sanding/sharpening the cutting edges with progressively finer sandpaper wrapped on a pieces of dowl rod. There is the cutting edge and the spur that need to be tuned. Then bore some holes and measure the diameter and have your pegs made accordingly or get a different bit. If you only have a few to do and want to go on the cheap, use an old fashioned hand auger "T" handle or brace and bit. I've not yet tried those myself though. I'm a newbie myself, but this is what I have learned so far.
