I also have noticed this phenomenon, especially from supermarket bell peppers that I bought and I wondered if this was due to some kind of mutation from intense farming to produce more fruits for sale.

With a view to growing some new species of pepper I did some research on this and this is what I came up with.

The little pepper inside a bigger pepper is called an internal proliferation. Its form can vary from irregular and contorted to a near-perfect but sterile fruit. A pepper growing inside a pepper is a type of parthenocarpy, which is the formation of fruits without fertilization or the formation of seeds.

Thanks for that, Myron, you're a mine of information. I'll pass it onto my daughter.

I often find that happens. yes it is a form of parthenocarpy as Myron says.

similar to the way greenfly give birth via parthenogenesis..

I find loads of this strangeness too but only within supermarket, genetically-modified peppers!

wasn't aware that the peppers were genetically modified in the supermarkets. well not the ones I buy Gorgeousma.
I find it in several ones we grow every year.