Italian frying peppers (Capsicum annuum), also called cubanelle peppers, are commonly fried and eaten in Italian cuisine.ip. 1  Common Italian frying pepper varieties are collectively referred to as cubanelle peppers, but there is also a Cubanelle cultivar. 2  Other cubanelle, or Italian frying pepper, cultivars you might try include Sweet Banana, Grenada, Aruba, Gypsy, Hy-Fry, Cubanene, Nardello and Corni de Toro..