Make a 2x2 pen. Find a suitable pego. Put mejo berries in your last hot key slot. Stacks of 20 work better than 100. If you have a whip, use it once the pego takes the berrries from you. It'll steal every 10-15 seconds so stay next to it. If it's not stealing try whipping it or jumping around it (that seems to make them think you're running away like in the wild). Bring extra berries just in case! Soon you'll have a thief of your own to use against raiders and noobs alike.

Hint: Once tamed put on your shoulder and find a target. Then use a spyglass and whistle attack target. Rinse and repeat as needed.