Suggest the salt and vinegar brine. They are quite delicate, so process them for only a few minutes. Sliced, is a good way to pickle them. Funny, I just got an email from someone here asking the same question. To give them the shortest process time, a full strength vinegar may help. Adding a dash of tumeric will help enhance the yellow color. If that sounds like too much vinegar, adding a little sugar to the brine can reduce the flavor shock of the vinegar, whohc is the white distilled type.

I like to roast some of the larger peppers, take off the skins, split them in half and freeze them for future use. They do come in handy in January.

Here's a Colorado State document on making pickled peppers, both canned and refrigerated. You might see something here that piques your interest.

Here is a link that might be useful: Making Pickled Peppers at Home