How can my daughter turn her horse into a unicorn?
A 1x1 cone with an inverted positioned screwdriver just might work here.



So, I'm saying just might based off the the halved cast line of Peggy's head.


The base peg of the horn/drill-bit would be too wide for the hole, but based off the cast fault line, which I hi-lighted in blue, there is a greater chance for the plastic halves to ease the slimmer screw driver in versus the blunter horn/drill-bit peg.  I don't have this Pegasus on hand, but... it just might work here.

This Pegasus first appeared last year and is in only two sets.  I'm thinking the LEGO group just hasn't had the proper time to release a FRIENDS-line compatible accessory.

I see three choices:


We can gingerly test an illegal connection.
We can perform a Blasphemer's Lobotomy.
We can wait on LEGO to provide a piece.


EDIT:
While we wait for option three, let's play with what we got...


    PEGGA-BOO!