How can I process Hot Pepper without killing the spice (capsaicin)?
My personal experience is that, if you cook the rocoto peppers together with other ingredients in a pan, like in this recipe, or better simmer them in a tomato, cider, or vinegar-based sauce, most of the hotness is retained.  Capsaicin vaporizes well above simmering temperatures, so it's mainly high-heat frying or roasting that will drive you out of your kitchen and make the sauce bland.  Any cooking method that keeps them at 100C or below will still be plenty hot.

However, that's just the capsaicin.  Rocoto peppers also have a delicate fruity flavor, almost like peaches or papaya, that is lost if you cook them at all.  This is why the standard Peruvian rocoto sauce involves no cooking at all, but instead pureeing them into a crema.  If you're going to use rocotos, this is my recommendation.