I just racked mine to secondary, and thought I'd share my experience so far.
This was my first all-grain, so... a few things need to be tweaked next time, haha.
To begin with, I followed the recipe pretty much to spec. I did use Nottingham Ale yeast instead, and also used 5 jalapenos for the boil and 5 jalapenos for dry-hopping. My mash temps were very low at 147, and it seemed no matter how much boiling water I added, I couldn't get it the raise. I didn't want to add too much, so I would still have a good amount for the single sparge (I batch-sparged). I ended up with a OG of 1.46 and a FG of 1.004, as expected, with such a low mash temp. Looks like it'll be a pretty dry beer.
I tasted my batch when racking to secondary after two weeks. With just the 5 jalapenos in the boil, its got some heat in the back of the throat. I had already soaked 5 roasted jalapenos for dry-hopping, so I added them anyways. I figured I'll leave them in for 3 days, after hearing the heat mellows a bit during bottle conditioning.
As for the vodka that the jalapenos were soaked in... WOW. I had left them soaking for two days and MAN WAS IT SPICY! Using a couple shots for a bloody mary was pretty much out of the question. I didn't want to waste the vodka though, so I used a bit of it to fill my airlock, and made a big batch of hot sauce with the rest! In a food processor went about 12 tbsp of jalapeno vodka, a can of diced tomato, some garlic, salt, pepper, and cilantro. Then I let it simmer for a while to burn off most of the alcohol and reduce a bit. I cooled it off, added vinegar and bottled it. YUM!