Wash the whole chilli peppers, then pierce them 4-5 times with a toothpick.
In a saucepan, place the vinegar, water, salt and sugar and bring to a boil.
Place the bay leaf, garlic, peppercorns, coriander seeds and celery seeds in the bottom of the sterilised glass jar. Tightly pack the pricked chilli peppers inside the jar.
Carefully fill the jar with the hot brine, completley submerging the the chillies with the brine. Leave a ¼" gap from the top of the jar.
Close the jar and allow to cool on the counter overnight. Keep refrigerated. It's best to allow the chillies to infuse for a few days before eating. If the brine levels are lower than the chillies, add more brine, or the chillies may turn brown from the exposure the air.