I don't think anything has fallen over, so I'm calling this a successful migration! The peps repo is now https://github.com/python/peps .
I have given the Python core team on GitHub write access to the repository so people can add/update their own PEPs. There is also an issue tracker there, seeded with some enhancements we could make to have the PEPs be nicer to work with.
I should also mention that the CLA bot is turned on for this repo as per our lawyer's advice, so people will need to have signed the CLA and have their GitHub username associated with their bugs.python.org account to have their pull request cleared for acceptance.
And can someone delete hg.python.org/peps?