Peterhead were made to pay for missing a penalty as Stenhousemuir took a 2-0 lead in their Scottish League One play-off final.Rory McAllister stepped up and blasted his spot-kick wide in the 43rd minute of the first leg and the home side took full advantage after the break.Stenhousemuir, who finished 22 points behind their opponents, went ahead in the 61st minute when Mick Dunlop headed home from a corner.Dunlop scored his second of the night - another bullet header - to seal victory for Brown Ferguson's men and set them up nicely for the second leg.