That Lyman 66A is a side-mount receiver sight, mounted exactly like a Williams 5D-94/336 or Williams FP-94/336, and requires two 6-48 holes be D/T'd in the side of the receiver for any of them, as the Rossi's are not prepped anywhere for receiver peep sights.
So, any of those side-mount peeps can be mounted, after D/T.
(the top rifle, below, wears a Lyman 66A)
Also, certain (but not all) top-mounted receiver peep sights can be used on a Model 92, like the XS for the Winchester 92/94 or the Williams FP-94AE or 5D-94AE (which is what I opted for, since the 5D zeroed using the Rossi issue front sight) .
Either the XS, or one of the two Williams peeps, will require one hole D/T in the top/rear of each receiver sidewall.
Since I used a 5D, I D/T'd just ahead of the M92 locking lugs so the sight bar rides across the lug area:
If I were mounting an XS, I think I would mount it to the rear of the locking lug area - but, since the XS rides a lot higher, a higher front sight will definitely also be needed.
The only other receiver peep option for Model 92's is, if your rifle has a bolt safety on top, it can easily be replaced by a bolt peep - which I also did on a Rossi, and which also easily zeroed using the issue front sight.
A bolt peep can be made from a Skinner Lo-Pro peep, as I did, below:
or purchased as a "drop-in" from: www.stevesgunz.com
.