That is the first stage of sunscald, which is exactly what it says on the label: leave the pepper long enough on the plant and the skin will become thin and papery, which is usually the stage when people notice them and start spraying the plant with homemade remedies thinking about some exotic fungal infection.
The bad news is there are no surefire cures for sunscald, the good news is it usually only affects a part of the harvest.
You can mitigate its effects by slightly increasing watering and perhaps by putting something to give a bit of shade in the late afternoon when UV is at its daily peak. Camo netting and old bedsheets work fine, but you can just cut some branches from a bush and plant them in front of the pepper plants to mitigate sunlight exposure.
Some pepper cultivars seem more prone to sunscald than others: there are so many Jalapeno varieties out there and some (by personal experience) are prone not just to sunscald but to small cracks as well... just like the one on the right in the picture!