can i bake pine nuts?
You can either bake them in something, and typically be fine (there are lots of cookie recipies out there that use them; search on the internet for 'biscotti ai pinoli'), or you can toast them ahead of time, and then encorporate them.  (often, you toast them, then mix in, and bake).

But a word of caution on toasting them -- they burn very easily.  I've typically done it in a dry skillet, where I can keep an eye on them, and quickly get them off and to a try to cool.  I seem to recall an interview with Alton Brown where he mentioned that toasting pine nuts was the number one ruined dish on Iron Chef America, because of chefs leaving them alone for too long.