I definitely wouldn't try the chillies, what happens if they lick the chillie and then clean themselves, that burning sensation doesn't go away quickly and they could get it in their eyes or on their delecate private bits! :shock:
My buns have been destructabuns but I've managed to stop them - basically when they used to do naughty things they were shut in a dog crate or fully bunny proofed area, and then when they were out they were supervised. When one chewed anything they shouldn't he/she was shouted at, moved from whatever they were chewing and given something of their own to chew. I've tried to teach them what is ours and what is theirs. The buns now have the whole living room whilst we're in the house and a 2m by 3m area sectioned off whilst we're out - this area has skirting board, radiator covers, part of a v expensive sideboard and some curtains all in easy reach, and they ignore them and chew their cardboard house and toys.
You can do it, it just takes patience.