Can't say I have ever heard of anyone pruning pepper plants. ;)

You still have plenty of time for peppers to develop and a low N dose fertilizer that is high in P and K is more likely to benefit them. I can't see pruning them to be of any benefit. JMO

Dave

You still have a good 60 days of growing left meaning you can accumulate a lot of Growing Degree Days, more than enough for those blossoms to turn to fruit and the fruit to ripen.

Mike

It is way too late to prune. You may prune in early JUNE but you will be sorry if you do it now.

For your area you can only take off flowers as you transplant. Now if far too late. If you have a flower then pruning will not help that flower.

You are so far north that you must do very little to no pruning. You have too short a grow season.

What you want to avoid by pruning is the development of a pepper on the plant before it is even transplanted into the garden and has a chance for the roots to grow. Because in this case you might never see another flower on the plant. but you have more flowers so you are all set.

DO NOT PRUNE NOW.

blinkmyster,
I am also in zone 5 and have a similar growing season.
I don't think pruning is a good idea. Late pruning does work for tomatoes (getting those fruits you already have to ripen instead of putting out more new fruit), but I have not found it makes a difference for peppers. Cutting off the new flowers or unripened fruit does not make the already existing fruit ripen fast enough to make a difference. I guess it's because peppers ripen much more slowly than tomatoes.
The flowers you have now will produce peppers, they just will not get to the red, ripened stage before frost. But green peppers are not a bad thing.
I suggest you do not prune the new fruits, but let them get as large as possible and pick them as green peppers when frost threatens.

Fortunately, peppers are edible at any stage, so however ripe they are at first frost, you can eat them and they will taste wonderful.

I'm in zone 5 and grow my peppers in pots so I can bring them inside and over-winter them. They are perennials.

One plant of each variety that I grow comes into the house and under grow lights to keep maturing. The plants usually keep producing new peppers as long as they get enough hours of daylight

Can't add much to the great answers already replied. But one somewhat insignificant fact to add from my personal experience is by harvesting existing bell pepper fruits when they're large enough and stop growing in size, more flowers and new fruits seem to develop. So instead of pruning, I try to harvest to encourage new fruit set. Since I've only grown peppers for a few years, I'm not sure if this is true for most people. Maybe others can share their experience in this regards.