I love spicy foods! I always have, and this hasn't changed at all since I've been pregnant (I'm 29+6 today). I've still had lots of spicy food, and no heartburn so far!
I've been all about spicy foods, too. It does give me some heartburn, but it's worth it.
It may actually be your baby craving it and not you at your stage. A study found that babies develop taste buds in the womb of what they like to eat. My oldest would eat hot stuff all the time, up to about 6 months ago. All 3 of my boys (#3 is still cooking) have had me craving Mexican food. My favorite snack is medium hhotness salsa and chips. I like it to have a little kick but not Shaggy and Scooby steam coming out of your ears hot. Sorry for the Scooby-Doo refrance my boys love Scooby-Doo.
They're not bad for the baby at all as long as they're not all you're eating. There's a good chance that they'll give you heartburn, but that's about it.