Some responses make the point that 100% accuracy in this matter (meaning a perfectly perpendicular peg hole in the mortise) is fine but not so critical and this is my experience in practical terms also as long as the peg goes in one side, passes through the tenon hole and then out the other side. Maybe this idea of perpendicular has some relation to wood movement in the interim between cutting joints and assembly, or maybe it is just a matter of neat working.