I substituted the carbon pegs which came with my TN Laser Comp with ones a) the tops didn't come off of and b) you could find in the grass. But I kept looking at the TN ones in my kit box and thinking that the concept was still a good one in principal - plus I had paid for them in the price!!
Problems solved by drill through the cap and the stem and threading through some cord then tying on bright finger-friendly guys to tug on. See pic. So now I can use a really lightweight peg (OK, the rope adds a gram) which has better grip than the toothpicks they use now and which I can find in the field.
They drill with an ordinary wood drill. It helps to shave a flat spot on the head and burn on a small guide hole before drilling.