Hi Jon,
From what i understand you can pretty much pick them when you want, if not ripe when picked they will not be as hot as if you let them go full term.
If not being used they tend to be either "dried out" by hanging in the sun, or frozen, did you feed them onnce the fruits had set? i remember a guy on youtube saying if you want plants to feed you, you have to feed them.
I havent got a greenhouse or poly tunnel so it is what it is, My Dorset Naga is only going to give a dozen or so.
Remove all fruit if you want to overwinter the plants and have a head start in the spring.....