Baking is not necessary but it does make them easier to crush into pieces for the chickens to eat.
If I were you I would let dry in the sun before crushing. I think it will be easier.
I put mine in the oven whenever I use it and after I turn it off.
I put the egg shells with raw egg white lining 15-30 seconds in the microwave. After cooling they are easy to cut/crush. I like to use a scissor.Is the baking really necessary? I don't have an oven, well, I do, but it's a wood burning earthen oven and I don't use it very often. I've just been rinsing the egg shells well, pulverizing them, and letting the fragments dry in the sun.