You don't mention if the crinkly and DRY
Quote; could it be that the sun has damaged them. Undecided I have them on a shelf in the GH and they are fairly near the glass.
If so I think they may as you say have got scorched by being to near to the glass.
Quote; Has anyone else had this problem with chilli and peppers and should I take the affected leaves off?
I have had similar problems with other plants, but not peppers. Regarding removing the damaged leaves; I would they will not be any good to the plant in such a state, and could lead to other problems.
Sorry I can't be of more help than this.