Green’s Dictionary of Slang

(Irish juv.) a type of boiled sweet on a stick.

1943		G.A. Little Malachi Horan Remembers 106: Out came the apples and the Peggy’s-leg. She chewed, while he stared at the toes of his boots.
1981		(con. c.1920) P. Crosbie Your Dinner’s Poured Out! 146: A ha’porth of aniseed balls and a Peggy’s Leg, please.
1995		P. O’Keeffe Down Cobbled Streets, A Liberties Childhood 71: ‘A ha’penny bag of Peggie’s leg, please.’ [...] ‘No Peggie’s leg today,’ the woman behind the counter peered at me.