I’d probably fill the jalapeños with a mix of cheeses (ricotta, mozzarella and Parmesan is a good combo) or ground meat, and then roast them until soft. You could also slice and pickle them with vinegar, water, salt, dill, garlic and you’re good to go.
The other peppers are simply too hot for that. So instead I’d suggest you to either smoke them or make a pepper sauce out of them; there are lots of good recipes on the internet for that, this one for example is rather simple and it tastes really well with some modifications, although I’d probably also add 1/4 onion and some dill to it.