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Mr Craig, who hopes National's John Key will win the election, said it was the biggest point of difference between his party and New Zealand First, which are both gunning for voters with a conservative lean.
Voters deserved to know which way Mr Peters was leaning, Mr Craig said.
Internet Party leader Laila Harre agreed: "It concerns me that Winston is still not making it clear."
Mr Peters, who may hold the balance of power after the election, would say only that the voters will decide the next Prime Minister.
He said the so-called rock star economy was actually on the rocks.
"If this is as good as it gets, then it doesn't matter who the next Prime Minister is.
"A vote for New Zealand First is a vote for New Zealand First and not for any other party."
The Campbell Live debate was more of a timid discussion around the dinner table at Auckland's Grand Harbour Restaurant, as subjects traversed the Maori seats, the minimum wage, and tax policy.
Each leader was asked who they wanted to be the next PM. Mr Craig, United Future's Peter Dunne and Act's Jamie Whyte all said Mr Key, while Ms Harre and Greens co-leader Metiria Turei opted for Labour's David Cunliffe.
Maori Party co-leader Te Ururoa Flavell said he was not fussed and could work with either, as long as the relationship helped Maori.
Mr Craig took a dig at Mr Peters: "Every single person gave an honest and direct answer except one ... People are looking for a safe pair of hands, and for people they can trust."
Mr Peters retorted that the Conservatives had simply stolen all his policies. "Imitation is the sincerest form of flattery."
After the dinner, Mr Peters said it would be irresponsible to lay his cards on the table without "all the facts".
"This has been the most astonishing campaign ... and I believe in the next 16 days there's a lot more to come yet."
He did not think he would lose any votes over it.
Nicky Hager's book Dirty Politics was mentioned only when Mr Peters said he believed the "explosive" claims in it were true.
"The left wing didn't write the emails. The National Party did. We need to restore political integrity."
The parties argued over the Maori seats, which Mr Flavell said was a hot topic every election, when issues of "kai on the table", tertiary education and home insulation were more important.
Mr Peters accused Mana Party leader Hone Harawira of destroying the Maori seats' integrity in a "deal with the German [Internet Party found Kim Dotcom] who should not be here in the first place".
The dinner started with the leaders talking about what they thought was the most important issue.
Mrs Turei said it was child poverty, while Ms Harre said it was young people and helping them into education, training, or work. Mr Dunne said it was about helping families and parents, while Dr Whyte said it was a dynamic economy, fuelled by a low company tax rate to drive investment and productivity.
Mr Flavell said family violence was a big issue in three Maori electorates, and Whanau Ora, the health, education and social services programme with a Maori focus, was his focus.
The leaders took a moment to giggle at Dr Whyte, who was embarrassed a few weeks ago when he revealed he did not know what Whanau Ora was.