Ian Fleming, author of the notorious James Bond books, wrote in one of them, that Bond liked to put pepper in his vodka. He said it was because during the (second world) war, Russian vodka had tiny amounts of contaminants in it, so he put pepper in it to absorb those and he just got in the habit.
So that years later, he still liked to sprinkle pepper into his vodka, only now he would drink it too as the contaminants were no longer an issue. I tried it years later after reading that and I loved it, too. When I eventually tried Stoli's peppered Vodka (Stolichnaya Pertsovka) it was a marriage made in a Bond book, in Ian Flemming's mind, or in WWII.
I always wondered what Bond was trying to absorb in using the pepper and in looking around I find two possibilities. One, vodka could also be used as a fuel for vehicles, in which soldiers, or opportunists, could have taken from one depot to use in another. That is, they could drink it even when it might have some other substances in it being around vehicles that were using it for fuel when petrol ran sparse.
Someone once said, to create a "dry" martini (with little vermouth), you should spritz the vermouth in the air and wave the martini through it. Someone else said, simply show the martini the vermouth from across the room.
Wikipedia says of it, that "Ethanol, also called ethyl alcohol, pure alcohol, grain alcohol, or drinking alcohol, is a volatile, flammable, colorless liquid. It is a powerful psychoactive drug, best known as the type of alcohol found in alcoholic beverages and in modern thermometers. Ethanol is one of the oldest recreational drugs. In common usage, it is often referred to simply as alcohol or spirits. Mixtures of ethanol and water that contain more than about 50% ethanol are flammable and easily ignited."
It goes on: "Alcoholic proof is a widely used measure of how much ethanol (i.e., alcohol) such a mixture contains. In the 18th century, proof was determined by adding a liquor (such as rum) to gunpowder. If the gunpowder still burned, that was considered to be “100 degrees proof” that it was “good” liquor — hence it was called “100 degrees proof”." - Wikipedia
Another possibility is that pepper can absorb water, which is the part and parcel of what Proof is about. Whereas, 80 proof has more water and 100 proof the least amount of water. Using pepper, could make a "dryer" vodka. Its almost a kind of joke. But if that water were impure, that could also be a reason.
So I still don't know why Bond put pepper, originally, into his vodka. But it makes for an interesting bit of speculation. Either way, I do like my peppered vodka. Now, if I could only find a bottle of Stolichnaya Pertsovka (its not on Stoli's web site any longer).