First, I would let the ones that started turning orange, finish turning orange. If you put them in a closed ziplock bag at room temp with other aji amarillo pods that are ripening, they will change to fully orange in 3-4 days.
I made some pickled aji amarillo rings with okra this Summer. They actually came out really good.
I usually freeze as many aji amarillo pods as I can to cook with over the Winter, so that's where the bulk of mine go.