Maybe a kneejerk. but I just cleared a fourth of the last of my hot peppers off the stalks. NOW, the plants are still loaded with immature and just set fruit and I plan to protect them as well as I can over the next cold spat, but generally a frost will cause the plants to drop any seed-bearing fruit, whether the fruit is fully nature and ripened or not (nature allows the seeds to reach full maturity within the cast-off fruit).
We are expecting two nights of below freezing temps, which marks the end for most peppers. I will cover them (I have collected "free" from work large sheets of bubble shipping wrap and I have a number of large tarps) and add large bottles of warm water under the covers after dark, which should help quite a bit, but I still expect to find a few on the ground in the morning: Most of the larger ones, which are just about the size of my thumb, WILL fall.
Anyway, here is a pic of the first batch AND a pic of one I left to grow more (just smaller than my thumb and quite immature), hoping the cold will be short-lived.
OOPS, One was too big. I will re-size and try again.