Cut pepper in half, finely chop one half and set aside. Cut eggs in half widthwise. Cut a thin slice from the bottom of each half so they sit flat. Remove yolks. In a small bowl, mash yolks. Add the chopped pepper, mayonnaise, jalapeno, pepper sauce and salt; mix well. Stuff into egg whites. Sprinkle with paprika.
Cut horns from remaining pepper half and press into filling. Refrigerate until serving.