Shockingly enough, no mention is made of the heterosexual use of "pegging", where the woman is the penetrative partner by means of a dildo or other such apparatus. (Wikipedia)
Of course, perhaps such usage is covered under "to peg". But I for one think a quotation using "pegging" would have been appropriate here. And this isn't anything new: pegging in this sense has been commonly known as such for most of this decade.
The OED is not the authority for English - nothing is - but they do ostensibly aim to be authoritative, do they not?