www.specialtyarch.com has an excellent peep tying video - best i've seen or used. you don't have to effect the gaps around the peep - you actually connect the peep to the string. it really works.

i use end serving for tying in peeps, bcy 3d to be exact - its .017 in thickness and is lighter than center serving. you have to know that arthurp could use iron fencing to tie in his peep and w/ his draw length he'd still be shooting faster than most of us.