I thought about drilling hole in my slider to mount the HD highway pegs but I do not see a bolt through those sliders how is it done??
First what slider do you have?
Mine are Skyway's Aluminum.
The drill bit I used was a 1 5/32bit from Triumph Twist Drill Co Stock # 91774 Style T9
The Tap I used was a Century Carbon Tap 1-1 1 1/2 Fractional National Pipe (Pipe thread twist)
By using a pipe thread size and twist Items to screw on are easy to find. After I drilled and tapped the slider, I took a pipe plug and drilled through the plug cap. This gave me a connect point for the foot peg. (I also tapped this hole to keep the peg from working its way loose) The size of the hole and tap may very for the peg depending on the peg you choose. I highly suggest using a drill press (I free handed mine and would have gotten a much better look and fit with a press). I was in a hurry to get them on before I did an SS1k the following morning.