What I would try is buying the Kuryakyn footpeg adapter with the most metal on the end that slips into the footpeg mount. Then I would grind it down to the profile of the end of the stock foot peg, it should not take much metal removal. Then have it re-plated and you are done.
I am going to wait a year and if Kuryakyn does not make a Rocket adapter then I will give this a go.
I just noticed that British Customs lists the Kury dually pegs as fitting the Rocket 3. The photo looks like the Harley pegs that have integral ends/adapters. I have a couple sets of Kury Harley pegs, I will see if they fit tomorrow.