Mmhm! I bake the whole pony. I typically bake the body and head separate and attach them on the last bake. If I have to bake with the head on the body (like with certain hairstyles or just cause I feel like it) I always leave the tail hole open (the one I make not the one it comes with. Seriously, its like Hasbro has never seen a horse before. They make the tail where the anus should be. That's messed up!) so the heat can escape. As long as you do that and don't forget about it in the oven it's fine.
Thank you!!! It's really addictive and a fun challenge. I just love to mess with different media in the same project! One thing though is that the plastic doesn't have much in the way of tooth so I have to rough it up a bit to get the clay to stick sometimes. Occasionally I'll buy a base pony that's especially slick for whatever reason and that's a real pain in the ass. Celestia's head is the worst. NOTHING wants to stick to it. Thank God for mineral oil!