They have a smoky and fruity flavor and are replacing sriracha in some parts of the US(1). Calabrian chiles and other capsicum annuum varieties contain more vitamin C than citrus, and capsaicin in them has shown abilities to stimulate the circulatory and digestive systems. Minerals and vitamins included are "vitamins A and B-6, potassium, iron and magnesium."(2) Note: Of course, quite a few Italian and other meals surrounding the chiles may well offset the benefits, as sandwiches and pastas.
Sources:
1. "Could Calabrian Chili Be That Special Ingredient You Have Been Searching For?" Nonna Box, updated 26 June 2018, https://www.nonnabox.com/calabrian-chili/.
2. "Calabrian Chile Peppers." Specialty Produce, https://www.specialtyproduce.com/produce/Calabrian_Chile_Peppers_12814.php.