They seem to like a bit of abuse. If the Pego is standing at your feet staring up at you, as they often do while i'm trying to tame them, you can punch them causing them to retaliate and steal from you. This didn't lower the taming effectiveness any, and don't worry too much about knocking it out as the tamkng progress doesn't drop while unconscious.
Guys pick the bastard up, put him in a pen and then make sure you have berries in your hot bar. Break your berries up into stacks of 20. This somehow was the magic number to get the tame done without the tame bar dropping. Have nothing else on you except berries and just watch him. When he steals from you he has a package in his hands, once the package disappears from his hands he is ready to steal again. If you're playing clash Royale on your phone at the same time just have your volume up, he will also start screaming like your ex gf to let you know he wants more of your shit