Mine's a bit TMI -
When I was with Mulder, I had not been "used much" before and he was rather well-endowed, and the first several times of having sex resulted in me bleeding a lot. One time, after having our sex and getting up, we noticed the blood beneath me was in the shape of a chilipepper. Mulder though it was funny, and the incident stuck with me. So, the name came to me when I joined.