The author's headnote clearly states this dough can be baked which doesn't surprise me since it is basic pâte à choux.
The following Serious Eats article describes pâte à choux in detail:
https://www.seriouseats.com/choux-pastry
I suggest preheating your oven to 450 °F, inserting the baking sheet with the dough balls (your oven will lose about 50 degrees when you open it up more than a couple of seconds) and quickly closing the oven door, reducing the temperature to 400 °F and checking after 20 minutes. Avoid opening the oven door during this time.
The choux balls should take anywhere between 20-35 minutes depending on how hot your oven actually is, how quickly it recovers from a temperature drop and how well it regulates the temperature.
I would not try to adapt this for baking - unless the author were to weigh in with specifics on that. I would instead find a recipe for baked choux buns - such as this one https://food52.com/recipes/85036-best-chouquettes-recipe You'll see that there is a choux pastry recipe linked within that recipe. The link I provided gives instructions for baking. (I'd leave off the big sugar chunks.). Once you make the little choux buns, let them cool and fill with the filling in the Bigne di San Giuseppe. ;o)
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The following Serious Eats article describes pâte à choux in detail:
https://www.seriouseats.com/choux-pastry
I suggest preheating your oven to 450 °F, inserting the baking sheet with the dough balls (your oven will lose about 50 degrees when you open it up more than a couple of seconds) and quickly closing the oven door, reducing the temperature to 400 °F and checking after 20 minutes. Avoid opening the oven door during this time.
The choux balls should take anywhere between 20-35 minutes depending on how hot your oven actually is, how quickly it recovers from a temperature drop and how well it regulates the temperature.