With all species of corydoras, you can't acclimate them you have to just throw them right into the tank. Reason is because when cory's stress out, they emit a chemical into the water to ward off enemies and such but it backfires on them when they're in the bag too long. So best to get them out asap and forget acclimation processes. I've done this with all the cories I've gotten (ranging from Habrosus up to Sterbai) and I've never lost one due to this method. This may only be one thing though, but for your future reference at least, get them in the tank as soon as you can.
Pygmeaus tend to be much more sensitive to pretty much everything over Habrosus which is why I like them personally.
What are your other params? pH, GH/KH?
Chilis definitely aren't killing them off, they might be curious fishes but they won't harm anything.
Wilds: Wajok, Rutilans, Siamentorialis, Hendra
Leopards: Luna, Astrael, Dorian, Cullen, Gallifrey
African Fat Tails: Nox and Lux
Bearded Dragon: Stormfly