A vodka steep would work but I wouldn't recommend putting whole chilis into the grundy as the level of heat and flavor will change over time leading to a inconsistent flavor profile. One technique I have had success with is to make a chili "tea" or extract and add it to the finished beer. I course chop the blend of chili's I want to use and add to a pot of cold water. I cover and slowly bring to a simmer. I simmer for about 10 minutes covered and then crash cool the pot still covered in an ice bath. Next strain the liquid and add to the finished beer. You can blend up small pitcher size test batches to get the desired flavor profile, scale up to desired end quantity and blend away. Just add the extract to the grundy or keg, transfer in your beer and enjoy. Be aware that the chili oils may taint your serving lines. Hope this helps.
Originally Posted by DancingCamel