I lined a cookie sheet with tin foil, because really, you don't want sap all over your cookie sheet, do you? No, you don't.
I left some space in between them because I'm weird like that.
I preheated the over to 300 degrees & popped these little guys in there for 20 minutes.
And then....ding! All done! They've all opened all the way up, even the tiny ones.
Let them cool a while, ok? Having an 'I got burnt by a pinecone after I baked it story' probably won't impress most of your friends. You just saved a few bucks by not having to go to the store and buy these. Easy peasy.
Your house smelling like a giant Christmas tree is a nice bonus, at least it was for me.