Neither my home greenhouse or the little lottie one is heated, I use fleece over small pepper plants until May then they all take their chances! I've had good crops from Big Banana in the past so perhaps they are tougher than they are thought to be..?
I also grow my peppers on gravel topped staging and put gravel on the top of the pots, I find this acts as a 'heat sink' and keeps them cosier at night, and protects the rootball a bit more in the summer.