If they appear healthy, I wouldn't worry too much. Go to and see if you can identify the species and be sure they are peppered corys. I have seen some that were orange as you describe, but they were a different species.
I have done a lot of research on Cories, and never once have I seen a picture or heard of an orange Cory. Some fish change color before breeding and Cories do breed in trios...just a thought. Am I correct to assume they still have the same spot pattern, just the base color changed? Maybe you should try adding a piece of slate and seeing if they lay eggs. Doing a fairly large water change and adding slightly cooler water will stimulate breeding.