your seeds will be more viable if the pod they are taken from is as ripe as possible. seeds from immature pods are unlikely to germinate. if the placental tissue has that greenish tinge to it but the outer skin is the ripe colour (that is, the pod is not fully ripe) then still the seeds may not germinate, or if they do there may be a high number of the seeds that do not.
how do you speed up the ripening process? the less fruit on the plant the quicker the remaining pods will ripen, so maybe you can remove some of your dark green ones. also, give the plants plenty of sunlight so if they are in pots, move them around at season end. I don't know about the paper bag method, I know it works with tomatoes and such like, especially with the addition of a banana - try a few test pods to see what happens, who knows...
if you want to dry pods in the oven then the heat will most likely make the seeds unviable. the pods are cut in half to allow the moisture to escape ie: to hasten the drying process. thick pods like jalapenos take a very long time to dry, even in the oven. you could try quartering jals lengthwise to aid the dehydrating process. oven drying is great, very quick and can give a 'roasty' flavour to the pods, I have made habanero powder from oven dried pods and the flavour was excellent. you have to be careful that you don't burn the pods, especially hot ones like habs as you will think that your house has been attacked with pepper spray canisters due to the gases released (yes, I'm talking from experience). leave your oven door slightly ajar while drying and if you have a fan-forced oven make sure the fan mode is on as this will also speed up the drying process. it is ok to oven dry with the seeds still in the pods.
once you have oven-dried your pods, make sure you allow them to cool before you store them, otherwise you might create condensation and they will go moldy or soggy and be ruined.
another possible way to get the last of your pods to ripen may be to pull the plant out of the ground and to hang it upside down so all the nutrients in the plant will rush to the fruit. the plant's job is to ensure survival of the species so it will go into stress mode in order to make as many pods/seeds viable as possible. if you try this method, maybe try it on only one or two plants rather than uprooting your whole crop. I believe the best method is the one I listed above (picking some of the green ones...). oh yeah, seeds from green jals won't be any good, make sure they're that nice dark red colour!