Wash and dry the lemon, lime, and orange. Using a zester or a strong vegetable peeler, peel the skin of each citrus fruit to create narrow ribbons.;
When handling peppers, it's best to use rubber gloves; some varieties can sting or even burn the skin. Wash and dry the peppers and slit them lengthwise into slivers. For stronger flavor, leave the seeds intact. For milder flavor, remove. Avoid getting the juice near eyes.
For Both Recipes: Clean bottle in warm sudsy water. Rinse and dry. Gently place the citrus peels or peppers into the gift bottle, pour in the vodka, and cover the top of the bottle. (Do not seal at this point) Place the bottle in the refrigerator and let the ingredients steep for at least 3 hours - 2 days is better. Before giving, top off the bottle with additional vodka. (The infusion ingredients will soak up some of the vodka.) Seal the bottle with a cork or glass bottle stopper and seal with sealing wax. Tie a thin metal wire or fabric ribbon around the top of the neck, if so desired.