plant deeper for more support

[Dulac]

I would actually opt for just using external supports to support your peppers vs planting deeper.  Other than maybe helping support the plant when its full of fruit, planting peppers deeper has no benefits.  Unlike tomato plants, peppers will not grow roots along the previously exposed stem. 

 
They will grow roots along the stem that was exposed. I plant mine deeper so they can support themselves and they grow roots. You could cut off a branch, take the leaves off, stick it in the ground, and they will grow roots. I wouldn't worry about the wounds from taking off the leaves OP.

 

[neoguy]

Depends on the variety. Here is a picture of some Padron peppers I haven't seperated yet, you can see a bunch of nodes along the bottom parts of the stem, those are going to grow into roots.
 

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