I usually cut the center and white bits out of bell peppers (those go to the roaches) and feed the green/orange/yellow/red part chopped up into small pieces. I chop the ends off of green beans and those go to the roaches, then the centers get chopped into small pieces and onto a salad. I cut squash into small worm shapes. With summer squashes I just feed the skin along with the rest because it's soft. With the harder shelled squash I usually offer the center, chopped into worm shapes, and the edges go to the roaches. For the greens, I usually cut the center stems out and those go to the roaches. The leaves I put into a ziploc bag with a fold of paper towel and store them in the frdige where they keep for several weeks.
Here's an example of how I cut up summer squash (yellow and green zucchini)
I wouldn't offer them hot peppers. As much as I love them myself they are bound to cause issues for animals with no benefit for them. The bell peppers are nutrient rich and good to offer, but they aren't a favorite of my dragon. He'll eat a few pieces here and there but his favorite by a mile is squash. They all have their preferences though so try some different options and see what sticks.
turns out, Agni doesn't like yellow squash, or yellow, green, or orange bell peppers.
he'll eat a bit of red bell pepper, but only 2 or 3 pieces.
however, he's been vacuuming up his kale, which is a recent addition to his collard, mustard, turnip rotation. eats far more of the kale than the other three.