Hi Silverfox. I've read someplace on this forum that when this happens to tomatoes, the reason is that they caught a chill. I'm just speculating, but maybe this is what's happening to your peppers. Did you start your peppers from seed? Are they in the ground yet? Did you harden them off properly?
I started 2 kinds from seed this year (Red Ruffled and Tequila Sunrise) and just put them out in the 3-season room with doors open this weekend. I'll probably get these in the ground this coming weekend.