Its late at night and I'm in between shifts at work so I apologise for returning yet again to this topic. However the English Short Title Catalogue (ESTC) and the COPAC catalogue have turned up a very intriguing result.

The virtuous maid of the inn; or the entertaining history of Margaret Saunders, commonly called pretty Peggy of Derby... is a chapbook in octavo with 32 pages published by B Talbot, London (1790?). It was also published in quarto for W Clements and J Sadler, London, 1790 and for the same W Clements and J Sadler in octavo in 1791 with the note on page 3 "Pretty Peggy of Derby O ... some account of her history, and the reason of acquiring the appellation of Pretty Peggy of Derby O".
Another, much later printing is by Alice Swindells, Manchester, c.1830.

The DNB has a record for Margaret Saunders, actress, (1686-1745). She was born in Dorset, Wiltshire and acted at the Haymarket and Drury Lane theatres in London between 1707 and 1720. What, if anything, she had to do with Pretty Peggy of Derby awaits discovery...

Matthew Edwards