See the bottom of this post for tips on baking eggs in your oven.
Transfer eggs to a bowl of ice water and refrigerate at least 10-20 minutes to cool and stop the cooking process. The whites should come out soft and the yolks will be a bright, light yellow.
This method is prone to problems, however. The egg shells will probably not be attractive when done and often there is a small burn mark on the egg white where the egg shell was touching hot metal. This spot can be sliced off. Use the flat part as the bottom of deviled eggs if possible. Some folks recommend using a muffin tin to contain the eggs and placing insulation between the egg shell and metal (such as cupcake papers or flattened cotton balls) to prevent the burn mark.
Try with a few eggs at a time until you find what works best for your oven. This can be a little more unpredictable than hard boiling but if all goes well, you will have soft and tasty eggs right out of the oven!