Here in the Bay Area, small European-bred peppers have been all the rage for a couple of years. The most famous is the Padron, popularized by Happy Quail Farms and others, which has a distinct nutty flavor and the occasional hot bite. Mariquita Farms grow a similar Friarelli which lacks the nuttiness but has a pleasing, slightly bitter (amaro) aftertaste.
After rinsing the peppers, saute them on high heat with a little grape-seed oil and kosher salt. Cook them until they blister a bit and are somewhat soft. You don't want to overcook them but they should be pleasant to bite, not a workout. Serve with a shot of good, chilled sherry and you are on your way.