All peppers choose which colour they end up as are initally green in colour!

The fact that yours are changing to a paler green suggests the ripening process has begun.

Next they will turn slightly blackish before ripening to the colour of their variety!

There are a few pictures here showing this process;

http://www.thegardenersalmanac.co.uk/Data/Sweet%20peppers/Sweet%20Peppers.htm

Look out for the yellow variety 'Luteus' and you will see it go throgh the stages I described above!

Edit;

BTW my peppers are very late this year and are mostly at the same stage as yours by the sound of it!

If only we could get a bit of sunshine ( looks like it is moving off again) then we can get them ripened!

But in the event that they don't ripen to their final colour they are perfectly OK to eat as they are!

Thanks Teegee, I will keep going with them then.

Peppers take a long time to ripen and with this cool season it is not surprising they haven't gone red or yellow or whatever yet. In fact, you need to start pepper seeds very early even in a good year, around February or March at the latest.
Even here in France most of our peppers, of which we have a whole mixture, have not yet ripened, even in the polytunnel, and we have had far warmer weather than the UK.
You should have ripe peppers by the end of this month or into October, but there's nothing to stop you eating them green.

Thank you for that, it's reassuring. I started the peppers quite early on and they have been kept in the greenhouse. I have already tried one and it tasted fine. This is the first time I have grown them and it won't put me off.