Nest snow thermostat with a McLain PEG-45 boiler
You'll need to run a 4 wire thermostat cable
The issue with your proposals so far is that unlike many setups, your boiler (and some other Weil-McLain boilers as well) puts various safety controls ahead of the intended thermostat connection point in a steam configuration (see page 8 of the control supplement), so the wire that's typically connected to R isn't actually constant power.  To avoid thermostat derangement in the case of a safety cutout or worse yet, bypassing a critical safety control (such as your all-important low-water cutoff!!!), you'll need to pull a 4-wire cable instead of your existing 3-wire cable, then wire it as follows:

Nest Rc to boiler R
Nest C to boiler C
Nest Rh to boiler G
and Nest W to boiler Y