Stainless steel does a good job in the convection and gives even baking. But before putting oven-safe steel for baking, do check if the machine is compatible with steel. Else it will create sparks and damage the oven. Borosil glass and ceramic are good for baking too. However, you must not take these bowls straight out of the freezer and put it in the oven. This will expose them to temperature shock, which can be damaging. The most hassle-free is silicon pans. These have a non-stick surface and are very easy to use. However, if a temperature limit is specified by the manufacturer, do adhere to it while using it for baking.