Sucking fingers is a normal finding in children, normal upto 3/4 years. You can slowly train them by moving the fingers away and telling them it's bad.
Don't force them or punish them as this will cause them to do it more often
Next Steps
Sucking fingers at night is normally done as it is a sign of comfort, while sleeping.. babies are scared of dark. So babies suck mostly their fingers and sometimes even mother's fingers.
Health Tips
Application of chilli powder and all other things can be done above 2 1/2 years..and not now at this age