How to "toss to coat" ingredients in a sheet pan?
You use your hands. Or, if you're not a fan of getting your fingers oily, use a pair of tongs.

Drizzle oil over the ingredients and then pick them up with your hands and move them around to rub over each other and get evenly coated.

If you're happier with the results when using a bag or a bowl, there's nothing wrong with that. The only downside is that you're getting another dish dirty and you're losing a small amount of the ingredients that would otherwise be coating your sheet pan. If you keep using a bowl or bag, I recommend possibly rubbing a thin layer of oil on the pan as you're not "tossing" the ingredients directly in the pan.