Spray them with a strong blast of your hose or put gloves on and hand squish them.

You need a good veg garden spray. Don't try to mix your own unless you have those skills. Plant selection is vital. Next year try cherry tomatoes and banana peppers...just to name a few. YUM !

On a balcony you can keep a close eye on your plants so the first line of defence is observation. As soon as you notice any aphids start squishing and spraying with a strong jet of water. A hose may not be practical on a balcony so get a spray bottle. I find that even blowing very hard will dislodge small numbers on the tips of peppers. I do not recommend using a 'general' spray. You can kill beneficials and until the pest is definitively identified you may be wasting your time and money.

I am little dubious that aphids could kill a lettuce in day. Aphid damage is generally slow curling and weak growth, not wholesale slaughter. Are you sure there aren't other issues?

You might get more replies on the Vegetable Gardening which is much busier than this one.