I have bought Little Elf Chillis and they are starting to get leafs (see pic added).
Should these now be put into individual pots? If so, could someone give me an idea of the pot size.
I'd wait, they're way too small.
I would transplant into plastic containers around 3 inch diameter. As long as you can handle seedlings, in my opinion, then you can prick them out. If you're going to try to transplant the entire contents into a new container then you'll need to trim back the peat pot all along the top edge as well as remove some sections along the bottom.
I would prick them out now.