Well I'm not one of the experts, I haven't been growing peppers for as long as a lot of the people here, but I like CalMag a lot. I don't really use epsom salt anymore, CalMag supplies both calcium and magnesium, so it seems a little redundant to use epsom salt too. A lot of people here swear by epsom salt, but I haven't really noticed any benefit with it. It might be valuable as a foliar spray to quickly correct a magnesium deficiency though.
I don't use bone meal because of the high phosphorous number.
http://www.puyallup.wsu.edu/~linda%20chalker-scott/horticultural%20myths_files/Myths/Bonemeal.pdf
From that paper...
The Bottom Line
• Bone meal supplies high levels of phosphorus and calcium, elements that are rarely limiting in
non-agricultural soils.
• Phosphorus, from bone meal or other sources, does not “stimulate” plant growth; it is only a
mineral, not a plant growth regulator.
• High levels of phosphorus, from bone meal or other sources, will inhibit growth of mycorrhizal
fungi.
• Without mycorrhizal partners, plants must put additional resources into root growth at the
expense of other tissues and functions.
• Before you add any supplementary nutrients to your landscape, have a complete soil test
performed first.
IMO, CalMag is the best out of the three. It supplies calcium and magnesium while epsom salt only supplies magnesium, and it doesn't have a large, unnecessary and potentially problem causing amount of phosphorous.