I am not certain what insect this is that hitched a ride in on your peppers. They look like they could be aphids or white flies. 

1. When you pbring plants in from the garden in the fall, shower them and drench the soil with a weak soap solution to kill any hitchhikers. This is not a guarantee but will cut down on this problem. 

2. Continue to pick them off the peppers and especially go for the nymphs. I see 2 in the photo. You can still dowse then in the soap solution now, 

3. Seaprate the peppers from the other seedlings if you can.

Your seedlings are too young to treat this way. you could try to gently crush them without hurting the seedlings. you could also put up some yellow sticky traps to catch them. be sure to get the ones for indoor use. 

https://extension.umn.edu/yard-and-garden-news/bringing-houseplants-back-inside

Insecticidal soap sprays are for outdoor use. Indoors,  you can just spray and drench your plants with a mild solution of dish soap and water.