If you do not see aphids or other pests on the undersides of the leaves the wrinkling is either environmental or cultural. Weather can cause the leaves to emerge wrinkled as can a calcium deficiency. Watch for the next set of new leaves to emerge. If they are wrinkled, too, I'd suspect a calcium deficiency. In this case use a foliar calcium spray such as you would find in a product marketed to prevent Blossom end rot in tomatoes. If they are not wrinkled, an environmental condition caused the wrinkling. Best wishes with your peppers.
Q&A Library Searching Tips
When singular and plural spellings differ, as in peony and peonies, try both.