Back when my Millerized pegs weren't bent or broken off (thanks to a spill and subsequently because of some drunk dude knocking my bike over), I had lights mounted very similarly to yours. I liked the additional illumination they provided to either side of the bike, and the fact that the light 'triangle' from the headlight and those two below made the bike a little more noticable.
I used some rubberized cable clamps (essentially a strap of metal with a rubber boot on the inside of the clamp) to bolt these to the peg hardware. The only downside was having to remove them any time you need to remove the side covers.
http://www.homedepot.com/webapp/wcs/stores/servlet/QuickViewService?storeId=10051&langId=-1&catalogId=10053&R=202209875&catEntryId=202209875Not sure now if I used 1/2", 5/8", or 3/4" cable clamps, but you get the idea.
It was easy enough to bend these 'square', and the rubber kept the lights from sliding around. I used two for each light, to match the holes in the mounting base of the LED lights I was using.
Also, the LEDs didn't provide quite as much light as I would have liked, but I don't know how yours would compare (I'm guessing they are a little brighter than the ones I used).