I harvested some 'cones' from our plant on campus and want to try growing some more. I have read that they need to be baked to get them to open. The suggestion I've found is ~ 1hour at 250. SWMBO doesn't want the oven to smell. Will it make it smell and are those directions correct?

Wow. This takes me back. I did a whole protea/banksia seed germination thing in the early 1990's. Never got the plants to live here though, just too humid. Fungus killed them all in short order.

I did a lot of extensive research before I did it. There are 2 triggers for protea and banksia seeds to be able to germinate. One is that they usually get burned in a seasonal wildfire, which weakens the seed coat, and the second is 'firewater', the rain that later falls leaches chemicals out of the burnt up vegetation and wood that triggers germination.

I didn't have to bake my seeds, I bought them already harvested from a place called The Finebush People in South Africa.

But we had to make a wood fire and char some wood, and then soak the wood in a big bucket of water and use it to water the seeds. They did germinate with no problem, but as I said, Florida is not the place to grow these plants because of our humidity.

Thanks Gina!
SWMBO will appreciate that that doesn't involve her oven or funny smells in the house. Mine and the dog's are quite sufficient for her.

Try a mini blow torch and only scorch one cone to see if any start opening up then stop . Then try the fire water solution. I know JL Hudson Seeds sells smoke primers(I think that's what they call them ).
Or if you have a small toaster oven stick 1 or two inside and operate the oven outside on a dry day. Unless you have a covered porch.
Don't know about this banksia species,but growing them by seeds is the best way to get new forms.
I think Xera Plants introduced a banksia in 2020.
Unfortunately they are not mail order. It only grows to bout 3 foot high and had nice colored cones. Though a slightly taller a less mounding banksia would be ok
As well.
I think the directions are valid in that forest fires are extremely hot at least 800 F.
Wood burning pizza ovens are about this temp .

dpaw.wa.gov.au is one site that seems to gave this information. They use 250 Celcius ? That sounds like it might cook the seeds in the oven. 250.
c is Closer to 480 F. Surface scorching is a far cry from a slow roast in the oven until the seeds are cooked? So I kinda ? That part at least. Goes beyond roasted sunflower seeds.

Quickly burning the cone then soaking in water for many hours(more the better to prevent fires) and redrying the open cone and seeds in the oven is probably what seed collectors do.

Not sure about the smell though?

BTW even with a mini torch the cones need to be soaked immediately to prevent accidental fires.