I've tried over wintering a few times. Initially I treated them like house plants. I succeeded but it was extremely hard work due to massive soul destroying aphid infestations. The plants recovered when they'd gone back in the greenhouse in May and cropped very early compared to my new plants.
Another year I took them to work - warm and a sunny window sill - but the aphid problem reoccurred and the plants all died.
This year I left three plants alone in on a sunny window-sill in a cold but frost free room. Forgot to water them most of the time and all the leaves fell off. The stems are still green though. I started giving them a weekly drink when we hit February and I've pruned them and optimistically expect them to burst into life soon.
A fourth plant went in a warmer room (about 15 degrees) by a radiator on another sunny window sill. This one I treated slightly better, it probably got watered a bit more often. The leaves died too but it has already burst into life with new leaves and it has flowers on. So hopefully some nice early chillis there.
Even if they don't all make it, it's not really been any effort and I think it's worth a go to save a few of your healthiest plants and get some early chillis.