I've got a few Zefal HPx frame pumps, but no bikes with pump pegs. I know there's an ebay seller that has makeshift pump pegs similar to the Zefal one below. Well, since I've got several of the ubiquitous AFA umbrellas, I thought I'd try to mod one.
AFA umbrella frame mount
Locking M5 nut
Presta valve cap
A washer probably wouldn't hurt either, but I'm getting good "bite" with this setup.
As you can see, it puts the pump out a little bit further from the frame, but not too bad. The presta cap threads right on (don't overdo it).