I don't specifically direct sow on purpose, but sometimes I get volunteers, particularly from ornamental peppers, that sprout in late April or early May. They are small but will grow well in May's mild weather and eventually get a good size and produce peppers. However, they're always a couple of months behind plants I started from seed indoors.

My brother direct sowed peppers in Texas for years and his results were the same. They sprout well (as long as they are sown into really warm soil) and grow well, but produce later than peppers grown from transplants. Direct-sown peppers tend to have better taproots since they are not disturbed after they start growing, so that might make them more drought tolerant or more productive.

The main issues with direct sowing is that by the time the soil is warm enough, we are having April/May's torrential rainfall, which may have a tendency to wash seed away. Otherwise, you shouldn't have any problems with direct sowing.

I "winter sowed" peppers 3 years ago. There is a whole garden web forum for Winter sown. Basically starter mix in a milk jug cut 1/3 of the way up. You open the jugs on warm days, close at night or during storms. I did it in March, had great bell peppers that year. If you don't want seeds washed away, you could still do this now, just vent the container well for warmer weather. Probably will take longer to fruit, starting this late and may get blossom drop in hot summer weather. I don't remember how production was that summer, except that the 4 plants were covered with peppers at first frost. I brought one indoors with a dozen peppers on it. We had peppers till Christmas.

Okay. I might try just putting some seeds in the bed where I currently have some peas and cabbage. By the time it's too hot for the peas and cabbage, the peppers could be starting up. Just trying to figure it all out. I suck at hardening off. I never do it right. I ruin stuff. Maybe because I'm not home enough and either leave things out too long or not long enough.