I don't think 3°C for a short period of time (I'm assuming that's just the minimum temp) should do much damage. Yeah, you could use a paper bag or shield them from the cold with some plastic foil, that can't hurt.
We've had a couple of dips to 5°C during the night here already and my peppers are doing just fine without any help from me.
Frost, however, is a killer. So if there's any chance the temp dips below 0, you definitely have to do something about that.