I've cooked ponies and other toys in the oven. It is risky but not impossible.
Super sculpty actually bakes at a low temp anyway (275). So I put it in at 250-275 (keep an eye on your oven thermometer)-
and the most important part- cover ALL of the parts of your critter that are not being baked with foil. So wrap up the legs, wings, mane/tail, - anything that doesn't have something that needs to bake- wrap it in thick foil. Make a little hat for the ears.
Also don't lie the critter on its side- the softened plastic may cause the legs to droop and then it wont stand correctly after.
GOOD LUCK!