anybody got a neat way of mating a square or rectangular rod to a round hole (my company cannot afford square drills )

other than using a center line? I should mention that the peg is not coincident with origin of the part. I am referring to electonic components mounted on a circuit board primarily, but any quick and neat way to do it in general is good.

In the following pic, the PCB is transparent:

in the first pic notice the pins on component on left which came from manufacturer, it has blade pins, square pins, and strange shaped peg.

the comps on the left I made, which are easy to mate with round pins (they don't actually come with round pins)

yes, that strange shape peg can easily be mated as it is partially round.