You can probably read up on recipes, but I'll share with you what I have learned in the past...
I have made sauce from cayennes, habaneros, datils, thai peppers (birdseye), and a few others.
In GENERAL, I feel that heat must be part of the process. I think that the application of heat helps take the edge off of the pepper that you find when raw. Also, it breaks down the pepper a little and helps with the coloring and consistency of the sauce.
I have done this in a few ways.
1) I have baked; grilled, or smoked the peppers whole before pulverizing them and adding the other ingredients. This worked GREAT for some of the smoked pepper sauces I have made. In general, I cooked them until they were "soft".
2) I have pulverized the peppers THEN cooked the mash down in a pan; using vinegar as a liquid. This worked good as well; especially if you are following the traditional pepper, salt, vinegar approach.
Another technique I have employed is "fermentation", like the method used by the makers of Tabasco sauce. In this case, I ground the peppers into a mash, added a little salt to draw some liquor from the flesh, put the mash in a jar with an airlock, and let them ferment for a couple months. Afterwards, I squeezed/strained the mash and also rinsed it with vinegar....then processed further. Keep in mind that your mash MUST feature a PH of less than 4.6 for this process; otherwise you might get botulism (you can adjust the PH by the addition of vinegar or lemon juice).
I usually use a blender to puree the peppers, some sort of "true" grinder would be better.........but good luck finding one to do liquids.
In general; you want an acid (vinegar, lime juice, lemon, etc) as part of your sauce.
In most cases, the sauce will have a low enough PH to be safe to store unrefrigerated; but it will STILL oxidize and get a little funky. At the very least, read up on canning techniques and maybe just water bath can the sauce if you don't plan on refrigeration.
If I had a surplus of peppers from the list in your post....
Jalapenos - Pickle them and use them for nachos; or use them fresh in pico de gallo or salsa.
Habaneros - Smoke them on the grill (or in a smoker), then, grind them up and blend them with something sweet (pineapple is AWESOME with habanero).
Thai - Chop fine, mix with lime juice, fish sauce, and Thai basil.
Cayennes - Grind them up, cook down in vinegar, add salt (for a "Frank's" type sauce).
If you've never done this before; then you might want to try not to get too "fancy". Stick with a basic recipe that showcases the quality of the home grown peppers.
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