I had a patient that came to the ER for a laceration, that had put pepper in the cut. Did it stop bleeding? yeah, but it would have anyway. What happened? we had to pull all that crap out so we could suture it shut. WITHOUT pain killers (no, I don't know why, but it wasn't fun for them).

If it's small enough to stop bleeding with pepper, you aren't going to bleed out anyway. You don't see trauma centers, ambulances, or medics in Iraq running around with pepper mills, do you?