Deacon- you just gave me a great idea- I can drill out the thread- drill a small hole in one of the sides and then tap it and use that to hold the whole thing over my ryobi shaft- it has one flat side so a bolt would grip that just fine and hold in place- awesome!
On one of the alloy pegs I've got i'm going to try the JBweld and sand, I think that the jbweld will hold well to it as it's got loads of knurls on it and that will give the weld something to grip to, I've also got a thing of play sand that will give it some tooth and hopefully it will hold well. I've seen a lot of people use it with a lot of success.
The knurls though are awesome, I think I get some slip though on the center of the peg that I have because its got a spot for a wrench to put it onto the bike. You'll love the knurls, I suspect you'll go from middle of your throttle to 1/4 in- they give a lot of traction
I snagged a couple of pegs at Wally World too that I thought looked promising, then I got them home and they aren't threaded, you put them on and then use a long ratchet to put the nut on in the center- not what I wanted. Now I've got them and access to a welder. I may just be welding a nut on there. I call them my future experiment. I'll try a variety of stuff o their smoother surface. I read somewhere on here someone used a piece of sanding belt with a notch cut into it to hold it in place.