Wear what you feel most comfortable wearing. I wore a beanie mostly because if I dozed off (which I did often) then it was easier to straighten the beanie or a scarf. I dreaded the thought of my wig slipping off my head at chemo sessions. I only really wore my wig when out with friends for lunch or coffee because I didn't want to be seen as the chemo lady at the table.
There is absolutely nothing wrong with wearing a wig at chemo treatment, in fact one lady often came in wearing a lovely long wig and it suited her, I would never have thought she was going through chemo treatment.
It is great you have got some nice wigs, so go ahead and wear them wherever you like.
Congratulations on your new skill of administering the PEG injection. Give yourself a pat on the back. Stay connected on this forum if you like and give us an update how your treatment is going.
Not sure if hydrating with some water before the infusion will help the nurses find a vein. I had two failed ports inserted in the chest, so the nurses had to access a vein. I made sure I drank a litre of water beforehand and it helped.
All the best as you go through treatment.