Yep, unless we have a hard freeze and then everything is toast. Last year, during a freeze, I tented plastic sheeting over my plants and put a 60W drop light under the plastic with them. It produced enough heat for the plants and most survived the short freezes we have. Cool weather plants like cabbage, kale, and broccoli will really benefit.
The technique works well for pepper plants. I have a tabasco "tree" that's 5 years old, and about 7ft tall. The young growth that is in contact with the plastic get nipped, but the rest of the plant recovers.
Really, pepper plants outside in the winter? That’s amazing, I’ll need to try that. What zone are you in?