Had a little incedent here with a local guy, paid for manifolds to be ceramic coated, when I asked how long he baked them he said he didn't, that once on the car the heat of the exhaust would bake them.
Sounds like the self application stuff you can buy out of Eastwood.
I have used their black exhaust thermal coating on a set of headers before. Had them sand blasted, cleaned with acetone, then spray it using a detail gun. Per their instructions, it cures using exhaust heat. They looked good for about 5-6 years, but after that they slowly reverted back to being ugly over the next 4-5 years. Lasted a heck of a lot longer than regular paint, but not nearly as long as a good application from the pros. I've often wondered if baking before install would have helped at all.
Google thermal exhaust coatings to see all the providers out there. There are a few different options.