One plant per container is good advice, however at this point I would just let them grow. If you try to move any of those growing in that bucket, you cannot do it without doing serious damage to the root systems of all four. Even if you leave one, the roots are all intertwined and removing a plant with some roots intact will damage the roots of the others, not to mention you will severely damage the root system of the ones you dig out.
Water them daily and feed them once a week. They will make fruit when the time is right. Peppers have such beautiful foliage. Enjoy!