Lot of questions, I'll try and give my opinion. I'm not an expert but am a long time gardener. However, many others here have more experience keeping citrus trees inside. My winter is not that cold, so mine stay outside. So my advice on keeping them inside is limited. Check out the threads on keeping them inside during winter; there are a lot of them.

There could be several reasons why your lemon has few leaves. As the ones left look good, I'll rule out lack of nutrients. You don't say what soil mix the lemon is in, but in general if the soil does not drain fully, and/or is compacted from too much organic matter like peat moss, the lower half of the pot could stay too wet for too long even though the top part feels dry. Most common reason for leaf lose in potted citrus.

The lemons look ready to harvest, I'd go ahead and start using them asap. You tree will not grow more as long as the fruit is still hanging on. Probably best to re-pot in spring and just try to get it through winter inside for now. Get a long thin wooden dowel and check the water level down to the bottom of the pot before watering every time for now.

It is a good idea to supplement lighting inside for winter. There are few good threads on the forum now about inside lighting. Check them out.

The grapefruit does look good.

You may lose some leaves on the citrus trees, due to lower light levels and changes in temperature from outside. It may or may not affect the fruit, time will tell.

Don't spray anything unless you see an issue like scale, etc. Just examine them couple times a week to check for the beginning of a problem.

You shouldn't need to cover them inside, if it's warm enough for you it's warm enough for the trees. If you turn off you heat at night that could be a problem. Try and keep nighttime temps no lower than 50*f.

The peach can be trimmed anytime between now and early spring. It should get a spray of fungicide when it goes back outside for peach-leaf curl. Copper based sprays work best for that, look for it at your local garden center. Pre-mixed ready to use ones are available and are the are easiest. Citrus trees don't need it. It's safe to trim peaches by 1/3 off the ends of the branches. Also cut out broken and crossing branches.

By the way, unless you live in really northern cold areas like upstate New York or Canada, the peach could probably stay outside. They're winter hardy in USDA Zones 5 to 8.

You can trim your tangerine (really mandarin) when it is at the height you want to keep it at. Citrus can be made more bushy by a method called tip-pinching. Basically you cut off the tip of each branch down no more than 3'-7" depending on how long it is and how short you want it. The tree should then send out new branches lower down on the branches and trunk in spring. Wait until spring to do this. You will have a smaller crop that year as the tips are where you get fruit, but the next year the tree will have even more.

Do search the previous threads on the forum, lot's of good info there that will answer your questions in greater depth. Especially how to get them through winter. Good luck.