Could I bake the filled blintzes, rather than fry?

yes to amysarah . others have asked 52 if they can bake salmon cakes rather than frying them, but the answer is like amysarah's. Yes, you can do it, but the caramelized crust that comes from frying- is an essential part of the experience.

I've never made this specific recipe, but generally a blintz's crispy outer pan-fried crepe (still tender within the folds,) against its creamy filling, is part of its essential character. Looking at this recipe, I'm sure the flavor would still be lovely, but I think the overall blintz experience might be lacking.

They might be a little dry baked -- if you try it, I'd recommend brushing them with melted butter first.