[Henchmen4Hire]

Im spitballing here, but,

Try finding acrylics rods at a local hobbyshop. Get the diameter you need to fit snugly in the figures foot. Cut the rod into little pieces, long enough to go in the foothole and protrude a few millimeters. Drill holes of the same diameter, or slightly smaller, into the base you want. Thats about it, now you have removable foot pegs.