Another thought.
If you just want it to set and be solid enough to cut, you might not need to bake it.
I love polenta, but hate conventional cooking instructions. Since they all incorporate fat, there's lots of time-consuming stirring to get the fat/cheese or whatever absorbed.
But I just cook it in the microwave.
It takes five minutes. No fat! just water and any seasoning ingredients you feel like adding -herbs, garlic powder, or just plain.
I use about 3cups water to 1 cup polenta meal, and cook on high for 5 minutes. (You can use a lid or not -it won't boil over like oatmeal does).
I use Bob's Red MIll polenta. You can probably use any brand of corn meal though, because that's all polenta really is
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What I do is just make in the microwave, pour it into a container and put it in the fridge. It solidifies when it cools. You can then slice or scoop it up, and heat with whatever sauce you want to use.
If you still want to bake it get a bit of crispness, you could slice it or scoop out the cold polenta and put it in the oven. I would use parchment paper, as I avoid non-stick cookware.
As mentioned above, baked-on polenta is a b**** to clean.