Well, if you have new strings they are going to stretch for a while.
If you are using the same cello you put away umpteen years ago and didn't let the tension off then you can have two problems. One, the tuning posts may be slipping and like piano that don't get tuned regularly you could have a warped peg or peg hole.
I would suggest taking it in to the string insturment repair shop for a quick look. They can usually tell you what is going on pretty quickly. Then if work needs to be done they can tell you what it will cost before doing it. If they find something simple and don't charge you anything at all then be sure to bake them some cookies. (we like cookies - oatmeal raisin or chocholate chip)
Not seeing the instrument I do not want to liable for anything. Obviously the best thing is to see a professional and let them tell you what is best. The first visit usually is nothing. That being said - - -
Let's say you live in the middle of nowhere. If you have a dial and vernier caliper, and slope radius gauges that would be great. Measure the pegs and the holes and see if they are round and matching. Assuming you don't then look at them closely and decide if they out of round or in round.
Here's where I will get in trouble - don't anyone hate me, please. This is NOT the proper way.
If they are just slipping then you could take some medium rough sandpaper (120 grit)and barely touch the peg and the inside of the hole to rough them up just a little bit.(*BUT THIS IS NOT A GOOD IDEA*) IF you would like to try rosin, that's an okay idea also.
The other thing to think about is dried out wood. This is probably the best first attempt. If the wood has dried the pegs have gotten smaller and the holes have gotten bigger. You might try hydrating the holes and pegs. Don't soak them in water, but if you can place the instrument on it's back, front, or side in a safe place and put a small bowl of water underneath or near tuning peg area the wood will absorb the water and come back to life. In fact I would probably do this first. Take your time and let the wood hydrate naturally - it may take a week or two. You can still play the instrument, just have it near the water when you are not playing. Try the water first and see if you don't notice a little improvement after a few days; if you do then stay with it.
Wood is a living thing. It needs water just like you do. (Yeah, it's a dying living thing, but still it needs water).
Organic?! Absolutely! Organic is always preferred. Tastes better, feels better, you can even feel the energy of the food. There's actually a texture and depth to the food.
I think hydration is the way to go here the more I think about it.
If you want to try something simple, loosen off the pegs and colour them in with blackboard chalk. It is a cheap alternative to 'peg paste' that you can buy in the shops. I hadn't heard of using rosin before?
Another thing is that your cello strings might just need a while to readjust to being stretched - mine always go wonky if I haven't played the old boy for a while.
If problems persist, please consult you cello doctor (with cookies) :-)