I use a cotton bud to take pollen from one plant/flowers to another or sometimes a child's paintbrush. It seems to work when I have them on an indoor windowsill, anyway.
Others may have better ideas.

My sweet peppers seem to do it themselves, the gh is well ventilated and I spray water over them in hot weather........haven't even got flowers yet this year. :0(

i use a small paintbrush and just brush all flowers, my purple embers is growing its fruit now!