Pfizer showed 4.7 reports of anaphylaxis per million doses, and Moderna showed 2.5 reports per million doses. 66 total reports of anaphylactic reactions across 17,524,676 actual administered doses Dec-Jan based on this paper on jama. A majority of these cases reported having other significant allergies, and nearly all were women. Initially, Pfizer estimated 11.1 anaphylactic reactions per million doses, so it reduced noticeably down to 4.7/million in practice.

The Johnson & Johnson study group was only 40,000 so there is a strong chance that they may not have reported any cases of anaphylaxis anyway if it caused it at the same rates as the other vaccines. Early study participants could not have COVID-19 comorbidities. Later study participants also were screened for comorbidities and had to be otherwise approved if so, meaning there would have been a lower effective rate of comorbidities than within the general population.

My interpretation is that the data they've provided does not directly indicate J&J is any safer for the highest risk-group for anaphylaxis than the other vaccines, however, all three have very low rates of causing anaphylaxis. Additionally, this (the potential for anaphylaxis) is precisely why everyone is required to wait around after receiving a vaccine dose, so if you do have a reaction you can receive immediate medical attention.

Of course, if you have significant allergies you should probably consult with your doctor - however, if you just have a peanut allergy, the mRNA vaccines are very likely not worse than waiting for J&J.