Simply have nothing on you (yes...nude!). The Pego will follow you all the way like a pet if there's nothing to steal. I'm using a raft as a taming pen. The stash of mejo's is located inside the pen. An ordinary doorframe will do.
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
'You have been robbed! 5 fiber'
Ah, look at it run with the little bag
'You have been robbed! 3 wood'
I dont need that anyway
'You have been robbed! 100 narcotics'
O HELL NO
'You have killed! Pegomastax lvl 10'