Those are aphids.
Some people spray with soapy water (soap not detergent) but be careful because pepper leaves are sensitive and will brown if too harsh.
For minor infestations, I use wet (with water) bamboo skewer to pick them off then squish them.
You can also blast a lot of them off with a jet of water. I use alcohol straight up. Make sure you spray early in the morning, not in the heat of the day. Use a q-tip dipped in alcohol to get the tight spaces in the axils.
