Yes, you can bake cookies directly on a baking tray. In a pinch, baking directly on an ungreased baking sheet will work fine; the cookies have enough fat in them to prevent severe sticking. However, you might need a thin metal spatula to pop some of them off. It is recommended to line the baking tray with parchment paper or coat it with non-stick cooking spray before baking to prevent sticking. Additionally, make sure the baking tray is thoroughly greased and floured to prevent the cookies from sticking. If you don't have a cookie sheet, you can use any dish, tray, or bakeware item that is oven-safe such as cake pans, glassware, porcelain, and even pizza pans.