Uh.. no. They will likely set new growth but need the leaves they have to sustain it.

Don't be afraid to prune it if you think it needs it. But, I wouldn't cut it down to stems just for the heck of it. Just prune anything that's getting a little out of control. And you'll need to harden it off when moving it out in the Spring.

Thank you both, I'll be sure to leave some leaves on them. Some of them still have some peppers on them from last season although they seem to be shrivling up and falling off.

Yeah, you should remove any pods when you overwinter. No use in stressing the plant even more by trying to get it to hold onto pods.

I have let one pod fully ripen on my Hot Hungarian Wax so far this winter. A new one just took hold a few days ago. I will let just the one develop also. It is trying for more but I will snip them if any pods set. One ripe pods is just right for my Turkey sandwiches. My Twilight is budding also but I will prune any pods that develop there.

On a side note, if you really like that plant that is putting out pods, you might want to let a couple develop and then as long as no other plants are blooming around it at the same time, you will have ISOLATED seeds from the resulting pod. You won't have to worry about insects and wind carrying pollen from another plant. A nice little project in the dead of winter any way.
Bruce