I had all sorts last year Silver. Purple, orange, Bull horns, California wonder, banana chillies, Hungarian wax, Pasilia bajio(sweet brown) Chinese long, Chinese hot, yellow cayenne, purple cayenne, lemon aji. They all did it pretty hard-small and gnarly. A while back I got golden mild chillies from Woolies, out cheap. I pickled them. 50/50 salt water/white vinegar, a cup of sugar. Chillies in. Bring to heat, then jar. Basically it's the same pickling mix I use for my beetroot, (boil beetroot first,skin and slice).
I know for tomatoes you can freeze them. When they defrost the skins come off in one piece-that might work for capsicums too???