As far as I've heard, cayenne pepper is an appetite stimulant and an anti-inflammatory. It may also help with arthritis. Might even help sinus congestion!
Welcome to PF!
Are you looking to use cayenne with your conure for some reason?
My bird eats the pepper just wasn't sure since she was having health issues and lost some weight and I didn't want to feed her them again if it would surpress her appetite