Sift the flour, cornmeal, sugar, baking powder, baking soda, salt, and cayenne together in a bowl of a standing mixer. Add the shortening to the dry ingredients until completely combined. Add the eggs, buttermilk, and corn syrup.
Fold in the jalapenos, green, red, and yellow peppers. Place batter 3/4 of the way up a lined mini muffin tin.
Bake in the oven until an inserted toothpick comes out clean, about 25 minutes.