Baked item that would catch on fire/smoke?
By far the main way you make a smoking mess in your oven is by baking something in too small a vessel, so that it boils over and burns on the bottom of the oven. The actual food can be pretty much anything you want, as long as it has liquid. (Similarly, baking a cake in a springform pan that leaks around the bottom will tend to cause messes.) If you want actual flames, I'm guessing something greasy would do it, but I've never been crazy enough to try it. Alcohol does burn too, but you'll get much stronger flames from a grease fire.

Alternatively, you can set a lot of things on fire by leaving them under the broiler too long. A minute or two? Nicely browned. Five or ten minutes? Charred - and there'll probably have been flames if it was flammable.