Here's some data: Pepperoncini peppers run between 100-500 Scoville units
so any mild pepper would work.
I've LINKed one recipe, but don't do "pickling" so I have no clue if it's any good.
I've also included a chart (Image link) that gives the Scoville unit for various peppers. You might be able to substitute one if you can't find fresh pepperoncini.