You're talking lead screws just on the Z-axis, right?

This doesn't answer your quest for a guide, but... IIRC, most Z-axis lead screw upgrades involve replacement of the z-motor mounts. One option might be to just replace the z axis nut traps, using something like this - i3v Lead Screw Nut Plate. Yeah, that's for an i3v and not a Pegasus, but it'll give you the concept. The mechanical change is just replacing the nut traps, replacing the threaded rods with 8mm lead screws, and replacing the couplers used to connect the rods to the motor shafts. Change the firmware for the new steps per mm and allowing a higher movement rate on Z. Done.

I just did this on my i3v using lead screws from zyltech on ebay. They seem to have good reviews. Many chinese sources seem to have issues with being bent or the pitch being slightly off.