I wouldn't cover them, if you don't have anything germinating yet. The cold temp's will delay your germination, and you may loose a few seeds and have to re-sow them to fill in the spots. Lettuce and radish I really wouldn't worry about, they germinate and grow so fast that even if you lost all of your seeds, you probably wont loose anything by way of time if you re-sow them when conditions are better. Peas, eh, they usually pop up pretty quick for me, too, as long as I give them a presoaking so I'd say the same goes for them.

As for peppers, well, If you were counting on your direct sown peppers, I'd go ahead and scrap that plan. Peppers are almost always started indoors. They like very warm soil to germinate, and once they do they don't tolerate cold. I think your best bet for peppers this year is, at this point, buying some started plants at a garden center once the weather warms up consistently. You can start seeds indoors still I guess, but, it's cutting it kind of close and I'm not sure you'd see the production from them that you'd like.