I saw the answer at https://cooking.stackexchange.com/a/23560/49643, which makes me think it won't be great. My goals are (in this order):   Retain flavor Obtain good enough texture for sautéing Retain heat (capsaicin)   Most of the time, I'll probably be putting said chilis on a burger. Just had a burger with fresh habaneros that I sautéed and really liked the flavor (though I admit it caused profuse sweating), but would like to go a little more spicy. Short of growing my own peppers (which I may do some), there isn't a great way to buy spicier peppers, such as chocolate or Red Savina habaneros or ghost peppers, etc.  For point 3, I was wondering if anyone has tried steaming peppers? I suppose it is possible the steam might carry away some of the capsaicin and other flavor chemicals. Doing this in an enclosed environment with a small amount of water might help though. 
Sometimes it's better to say: Don't put them in the deep fryer: add some pepper, paprika and butter on top of them and put them in the oven at 175°C (350°F) for 20 minutes.  If you insist on using a deep fryer:    Ensure you have a fryer large enough so they don't touch one another   OR   Deep fry them one by one in a small fryer and then microwave them all together for 1 minute at 750W just before serving them.   ¯\_(ツ)_/¯ 