I ould guess if you are reflowing it you make the power peg a press fit, and install it with a jig before solder past application, probably using a spacer that holds it while supporting the board. Then the paste is applied over it, and then place and reflow as normal and it will wick into the hole and the component. You probably would be better off though having the board side not being a round pin, rather a polygon shape so that you can press fit it into a controlled range of hole diameters and which allows solder to wick through the holes during reflow. You probably would also want some dimpling on the mounting shoulder for the same reasons, so that hot gas and trapped flux can escape before the solder wicks through to hold it. That probably would be easy to do with a die set that forges the part out of a slug cut from rod, and then you do the machining in a CNC to get the end flat and do the thread for the screw. After that you wash, tumble polish then do the plating to protect them.