This  would be awesome were it actually a valid method but too many studies have been done, peer reviewed studies, to give much credence to capsaicin working long term.  Here is an exert from one study.  To set it up, they offered two feeds,one treated with capsaicin at different heat levels (SHU) and one normal feed.  Plus they had another study done previously as a control, just plain untreated feed.
Quote:
   
https://archive.org/download/wikipedia-scholarly-sources-corpus/10.1002%2Fpon.3910.zip/10.1002%2Fps.705.pdf    
 
For both treated diets, results of pairwise comparisons reflected perceived differences in alternative feed that was available to rodents among sites (Table1). At sites 1 and 3, additional feed
sources, were low to moderate, and feeding stations were located in small buildings (45 and 20m2, respectively).  Similar patterns in response to the treated diets were observed at each of these sites. 
Initially, consumption  of the poultry feed decreased dramatically at  sites 1 and 3 when the 2000SHU diet was offered, and remained low for 8 days.  Thereafter, feed consumption increased and approached pre-treatment  levels of consumption. Tolerance of rodents to the capsaicin may have increased over this time period and, with a lack of alternative feed, animals had probably reached some hunger threshold. 
At site 1, rats did not decrease feed consumption when offered the 3000SHU diet. Previous exposure to the 2000SHU  diet  may have increased tolerance to capsaicin. In additional, rats may have become more dependent on the poultry feed. This explanation is supported in part by the increase in consumption of the control diet over the  three2-week periods that it was offered at site1.
Consumption of the control diet did not change over the  study period at site 3, but consumption of both treated diets increased over the 2-week periods they were offered. Moreover, carry-over effects may have influenced feed consumption when diet treatments were changed, although visual inspection of the data suggests that any such effects were likely minimal (Figs1and2)
End quote.
In short, they found that adding capsaicin to chicken feed did produce 
temporary results until the rodents became accustomed to it, then the liked it as much as the untreated feed.  But, in the short term, it did lead the rodents to prefer the bait they set out, albeit bait without the poison.  Obviously they couldn't use poison bait or their rats would die so they used the bait without the poison.
The bad news, 4% by weight capsaicin was used.  An ounce of pure capsaicin runs $20.00 on Amazon.  A bag of feed, 50 pounds, needs roughly two pounds of capsaicin.  Do the math, even a one pound container of plain cayenne pepper costs $20 plus shipping so $40.00 plus to treat one bag of chicken feed.  It would be cheaper to just buy more feed for the rats.
What you saw was real but it was the initial reaction to something unfamiliar and rats are very smart. When he got hungry he would be back and in a few days it would be eating as much as before.