I'd skip the oven part and just freeze them into bite size bits .
As far as bait, most fish eat a large portion of insects as their diet, even mostly herbivorous species will eat insects
Species that would likely eat delegged lanternflies: crappie, bluegill and most other sunfish, catfish,sturgeon, trout,salmon, drum,etc.
Just delegg them and freeze them, count them, and bag them in sandwich bags or whatever, do something like 24 per bag.
Then put up posters in your local bait shop/sportsmans store