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> Are there other good resources like playwithlua.com for the specific
> purpose of building programming languages or would Andrew's series
> (Part 1,2,3,4) be enough.

"Be enough" depends on what you are trying to do :)

One book that might be interesting for you is Bob Nystrom's "Crafting
Interpreters", which is available for free online at 
http://www.craftinginterpreters.com/

For parsing specifically, it might also be interesting to learn a bit
about top-down parsing and recursive-descent-parsers.
LPeg fits in the broad category of top-down parsing, so many of the
tricks for top-down-parsing also apply to LPeg grammars. Knowing how to
create a hand-written recursive descent parser is also a very useful
skill, and it might come in handy when you try to write a larger LPeg
grammars.