Yeah, I got a couple plants sunburned as well. My "specimen" 7 pot seems to have got hit the hardest...it was also the tallest plant out of the ones that I put out. Just mainly the upper leaves...a couple have fallen. As others have said, the plant will usually recover unless maybe it was completely scalded. Might set it back 2 or 3 weeks, but come mid-June or so, you'll never even know that it got hit. Kinda funny in that every year, no matter how hard I try to harden off properly, I always have a few plants that get sunburn.
Last year, although not sunburn, one of my fataliis had almost every leaf shredded in a hailstorm. It was so damn ugly that I wanted to throw it out. That particulary plant produced 400 or so peppers and was one of my most vigourous. In some ways, I think that peppers actually thrive on some stress or adversity.