Some sources recommend taking a slice out of a watermelon as it is growing to see if it is ripe, and if it isn't, they say to just put the slice back in, no harm done. Perhaps peppers work the same way, and you could make a slit while the fruit is young, insert the desired item, and then wait for the wound to heal as the pepper continues to grow. When the pepper is ready to harvest, the item would be concealed inside.
Although cocaine is a bad idea, there are other things with which you could fill your peppers. Want to surprise your girlfriend with an engagement ring? (Use a fake one, in case it goes down the sink.) If that's too cheesy, it might be a fun experiment to try with a young child. Of course, if you're afraid that it might give them ideas, you could always stick with the old "giant zucchini in a pop bottle, wonder how that got there?" routine. (Tip: put the zucchini in when it's small.) You can also grow squash in weird and wonderful shapes by placing young fruit in some type of mould as it grows. If you have a mask, you might even be able to grow a head-shaped pumpkin for Hallowe'en.