pepper plant question

i havr alot of pepper plants and pulling several each day of different kinds. Question is, with cheyene peppers do i need to leave them on the plant until they turn red? Or pick them now. They are huge and the plant is loaded, but all are green. I have alot of garden salsa, hot and sweet banana, and jalapenos i have already harvested and wana put up in pepper sauce and pickled peppers, and would like to mix in these cheyene peppers before the rest i harvested go bad i have sitting on the counter. So do i pick the cheyene and mix them now and they taste the same? Or leave them on the plant until they turn? Or pull them and let them turn red on the counter?