Sure, though they tend to cook the yolks through when baked (which is why I like them fried). To cook with the vegetables in the oven, lower heat to 400 degrees after the vegetables are tender, remove the pan from the oven and make 4 small nests (or how many you need) in the vegetables. Crack an egg in each hole, and put the pan back in the oven. Cook for additional 10 minutes or until the eggs have cooked through to your desired doneness.