You can use them at any stage however they taste better if they are fully matureMost peppers will get sweeter as they ripen and hot peppers get hotter. However, in the red stage the peppers will have a shorter shelf life. There are pepper loads to consider. A habanero has a pepper load of about 20, a jalapeno close to that and tabasco has a pepper load of about 200. Pepper loads are important only if you want your pepper to live longer. Waiting for the peppers to fully ripen can take more energy from the plant and slightly reduce the flower production. Picking peppers and keeping relatively small numbers on the plant encourages more pepper production. While peppers are producing they need adequate water and regular feedings. Some peppers do not live very long but some like superchili and Hawaiian tabasco can live for years in the ground.
I usually don't leave too many red peppers on my plants. Mainly because the bulbuls will eat them. They will usually leave only the caps on a Hawaiian chili unless the chili is caged. It is why I prefer to grow pendant peppers or superchili. It is slightly bigger than a tabasco but has about the same flavor and heat and since it is a little bigger, the bulbuls don't eat as many. Thai hot also works because the bush is too short to support the weight of the birds.
I have heard some people take off the first peppers of bell peppers, but bell peppers are very short lived for me and the first peppers will be the biggest. I am lucky if I get two rounds of peppers before the plant bites the dust. I average 3-8 bell peppers.
I prefer to grow bull horn or banana sweet peppers instead, they are more productive and more disease resistant.
UH Kaala bell pepper does live over but it is a mini pepper, but most peppers available do not have the needed disease and pest resistance to go the distance.
I have grown Jimmy Nardello and banana peppers. They are frying peppers and Jimmy Nardello can be stuffed as well. I usually prefer to pick those before they fully ripen because I want a crisper pepper. I have not picked any Anaheim sturffing type when they are red, the green ones can be roasted, stuffed, or stir fried.
https://www.sprouts.com/article/content ... k-a-pepper
Happy gardening in Hawaii. Gardens are where people grow.