Some people will yell that you can not bake the plastic baby inside the King Cake. Of course you can. This is a tradition in New Orleans. Purists would be horrified if you didn't. The oven does not get hot enough to melt the baby. As the cake rises and expands, it will close around the baby. If you just can not bring yourself to do it, you can press the baby into the bottom to get it into the cake once it has cooled from the oven.