Hey, HobbyPepper.
Here's a few bits of info that may help you.
Seeds that are sold commercially as F1 Hybrids are not intended for stabilization. These seeds are meant to grow one generation only, with the next season starting from new F1 seeds. These F1 seeds are produced from very stable parent plant lines controlled by the seed producer. The F1 generation will combine the genes of the parents, reflect only the dominant genes passed on by the parents (except with respect to recessive pairing shared by the parents), and produce a highly predictable resulting plant. Also, F1 seeds often demonstrate "hybrid vigor," which makes them stronger, better producing plants. If you isolate the F1 plants to produce F2 seeds, the F2 generation will express recessive genes and these no longer produce the desired result. Thus, commercial F1 seeds are meant to be used and replaced with new F1 seeds every season. The F1 Jalapeño you reference is this type of F1 and by stating it's an F1 hybrid they're telling you that the seeds are meant for single season use, not saving seeds for future seasons like with heirloom varieties.
F1's in the context of F1 - F8 are different. Here, the idea is to cross two different varieties of parent plant to combine certain desirable characteristics of each into a new pepper. Unlike the commercial F1, these desirable traits can be from either dominant or recessive genes. Here, like with the commercial F1, the F1 generation expresses only the dominant traits so are all highly similar. At F2, this is where the recessive genes first have the ability to pair up and express themselves, so this is where all the different varieties start to appear. In simplified terms, you pick a plants showing the traits you like and grow it for successive generations each time selecting the plant or plants that show the desired characteristics and discarding the ones that don't. Eventually, typically by F8 or so, the likelihood of plants having other than the desired traits is reduced to a very low percentage, so the variety is considered stable. Now you can be relatively certain that if you grow the seeds, say F9, they will produce the desired traits.
And, to answer your question, you don't introduce any new genes during the F1 - F8 process because doing so re-introduces all the variability. Each generation, you should isolate single flowers from the most desirable plant(s) and cause each flower to pollinate itself (side note - it's also okay to pollinate from one flower on a plant to another flower on the same plant, but you generally should avoid crossing from plant to plant even among plants showing the desirable traits). Introducing any new variety during the F2 - F8 process would change the identity of the pepper you're trying to stabilize and start the process all over again, effectively at F1. There are exceptions to this with practices such as back-crossing, but these practices are used for specific purposes as part of the original hybridization plan.
Crossing peppers gets progressively more complicated as you get deeper into it, so I'm just sticking with the basics here, but it can be a lot of fun - and not necessarily hard - to create a new variety of pepper with specifics traits that you like. Good luck!
