You can bake it, but it may be a good idea to reduce the heat just a bit and keep an eye on it. Rarely, a MLP can melt. Somne people also boil a sculpey pony, but I haven't tried that. My tutorial uses Apoxie Sculpt (www.avesstudio.com) as it is an air drying 2 part apoxie that is much stronger than Sculpey. Good luck, I hope this helps!