The rule regarding pegs is: Use them and keep them lubricated.

Pegs expand and contract with temperature and humidity. Using the pegs (instead of just the fine tuners) to tune every day, will automatically adjust the pegs to an appropriate tightness. If the pegs stick or slip, use a little peg compound to lubricate the pegs. If this doesn't work, the pegs may need to be refitted. This requires specialized tools and is best done by a luthier. Eventually the pegs will wear to the point that they need to be replaced.
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