To cut down on waste of your oyster shells I would feed the shells separately. Chickens love egg shells. I usually just dump mine on the ground. I don't bake them either.
Oyster shells stay in the body longer so they are available especially during nighttime when birds don't eat, but need the calcium to apply the egg shells to the egg their body is working on.
Egg shells are more delicious to a chicken, but they are broken down quickly. It's okay to offer both...