Can polenta be baked?
The technique is very basic:  stir together the all of the ingredients in a buttered baking dish, and bake in a moderate oven for about an hour, with one or two stirs near the end.  The water ratio is slightly reduced from the stove top method, as there is less evaporation.

See, for example, this version from Shockingly Delicious adapting the recipe from the back of the Golden Pheasant polenta bag.