Sure. If you don't have an air fryer, you can definitely bake chicken cordon bleu in your oven. If you have a convection feature on your oven I recommend you use it, for quicker and more even cooking. Preheat the oven to 350°. Place an oven safe cooling/baking rack [affiliate link] on a rimmed baking sheet [affiliate link] . Place the chicken cordon bleu rolls onto the rack, seam side down if you can tell where the seam is. Bake for 35 to 45 minutes, until the internal temperature of each roll reaches 165° F. Serve with prepared sauce.