They are eating the peppers because it is their natural food, like why cows eat grass. You can dust your plants with a safe insecticide like Rotenone to kill bugs.
All vegetation is subject to parasite and other bugs, the safest nontoxic solution is a mixture of one teaspoon of baking soda, one quart of water and one teaspoon of dishsoap, complete saturate the plant every 2 weeks.
