Lady bugs

Good luck! You're going to have to keep after them indoors. Outside, natural predators take care of most of the problems, but, indoors / Winter - not so much.

I trim the plants back so there's less to worry about and use insecticidal soap to keep them at bay.

i have never over wintered plants but i say either one of the tips from above will work. but if i ever find myself in your shoes then i am going with lady bugs! they will stay on your plant till all aphids are gone, you can make up a insect net that would cover the whole plant and once you check and the aprihds are gone from oneplant you can move the netting to the next and continue till all are gone.

Wash them off. and/or squish. Then repeat as needed.

thanks guys but how do i make i insectiside soap

There's recipes out there if you search, but, for the little I have needed, I just buy it (only a couple bottles a year).

There's a difference in 'soap' and 'detergent' and I never really felt comfortable that I was able to find the right stuff.

I had some aphids and spider mites show up to attack my pepper plant. After some reading here and elsewhere, here's what I did:

Mix equal parts water and isopropyl alcohol. I used the wintergreen alcohol with 70% isopropyl. Then add a couple crushed cloves of garlic (or a couple teaspoons of the dry minced stuff). Put it in a spray bottle and let it sit a couple of hours so it mixes well.

You might want to put your plant outside to spray it, because this stuff has a fairly ripe odor about it. The alcohol kills the pests quickly, while the wintergreen and garlic repel them. The alcohol evaporates pretty quickly, so it won't hurt the plant or the peppers. Be sure to spray underneath the leaves, too.

You shouldn't need to spray it more than maybe once a week, tops.

I've had excellent results from cold-pressed Neem Oil (from Dyna-Gro, but any PURE cold-pressed Neem Oil will work). I mix 2 Tbsp. Neem and 2 tsp. Soap (not detergent, real soap) into 1 Gallon of water, and mist the plant, making sure to cover everything. This prevents sucking insects from reproducing, but doesn't hurt helpful insects. It has a faint garlic or onion odor, but it's not very offensive. Apply it twice a week for the first couple of weeks, and once every week or two after that. It will not immediately kill the aphids, it will take a couple of weeks for it to work, and you will need to continue to treat them. But it is safer than many alternatives. This will help with spider mites, too, which frequently show up when you're growing inside.

As others have said, continue to try to spray them off the plant and squish them whenever you can. It will be an ongoing battle, an you will probably never get rid of them completely, but a couple here and there won't hurt your peppers.

Good luck, and enjoy your peppers! :-)