I've never tried this recipe other than in the microwave but I have read articles that say it is possible. Try baking in the oven or toaster oven at 350 degrees for 15-25 minutes depending on doneness desired. The mug would have to be oven-proof as well. The best advice is to use a cake mix and treat is as a large cupcake instead of using a microwave recipe.
RE: The Magic of Mug Cakes