There are several other things to consider:
If you're lucky enough to have one of the American built Schmidt's with lamanated peg boards, you can back the peg out completely, wire brush the treads while holding it in the tuning wrench (Preferably a T handle) and swab out the hole with a mixture of sugar water using a Q-tip. (Check your Q-tip prior to wetting it, to see which way it rolls without the cotton detaching from the stick, or it will leave the cotton ball at the bottom of the peg hole). This process will swell the hole tighter, clean up the tuning smoothness and leave a slightly sticky tuning hole (important if you replace a lot of strings over the years). Replace the peg before the hole dries (helps set the wooden "threads") and run the peg down to a point were it's about 1/4 to 1/8 above the other pegs when looking sideways down the peg line.
Put a small bend at the ball end of the string and set the ball down into the tray. Get a tongue depressor to slide behind it to hold the ball end in the tray (loop ends are another story, good luck.) Run the string to the tuning peg and slip it through the hole, leaving about three inches of slack on the lower portion of the string. Bend the string at a sharp angle to your left and begin to turn the peg in a clockwise direction. As the slack pays out, insure that the string is seating in the guide peg and is winding (not binding) on the tuning peg. Once the string is up to pitch, depress it several times and retune to pitch.
A little known secret is that auto harp strings can easily go up a whole note in tuning without breaking. In fact, the best way to play in the keys of G,A and D for Celtic and traditional is to simply get a second Autoharp and tune every string up one whole note (i.e. C to D, A# to C etc.) Get felt and make the equivelent of an Em and Bm Cord bar for each harp and you've just about got it all (replace the Eb and D bars).
WYSIWYG wanted to know about pick-ups and doing blues on the autoharp. I use a Dean Markley acostic sticker placed on the back, 4 inches equidistant from the bottom and bass string side. Good full sound without the electric Loving Spoonful crap. Works well against hammered dulcimers and full folk harps. Use a Beta 57 mic on the front side and you can get a pretty decent vibrato if you balance the harp in your lap and use your right wrist to push and release the harp at the chord holder (as rapidly as you want the effect) as you pluck the strings. If it's amateur night, you can strum the chords, but I haven't done that for some fifteen years.
Another thing to try is using a thimble on your ring finger to tremelo a single string or three string chord for a mando effect. I don't like the blues much, as it doen't appear challenging, but try some solo work against a dulcimer on an O'Carolyn planxty such as Fanny Power, or Irwin into George Barbezon, and you done a day's work.
If you want to do blues, Schmidt put out a set of three progressive diminished chord bars, which, with a couple of seventh chord bars, are enough to get you laid on the first date. Good luck!