The oven will work fine, just be close by, the bacon can do a good bit of smoking. There is a fine line so you will need to keep an eye on things. You want the bacon done and to be somewhat crisp, but if you over do it and the jalapenos cook too long they will not stay 'hard' and will collapse. I have done them on the grill as well. Oven will work, I would say, 300-325 for 45 minutes or so. Also, use a broiler pan that has the little catch pan under it where you would normally put water. Do not add water, but this will create a place for the grease to drop so your turds are not sitting in bacon grease. You dont want them mushy!