You can definitely bake eye pins in polymer clay.
You can also bake anything else that's made from a material that's oven-safe at the low temps we use for curing --inside, on top of, or around the clay. For example, besides metals of all kinds, most other materials --like glass, ceramic, terra cotta, wood, and paper-- can take much higher heat than 275. Some
plastics are even okay too (melting or shrinking temps of plastics vary in the 180-300 degree range though, so some are less able to take the higher temps, but even some of those will also be okay if mostly-surrounded by clay).
Just baking the clay around an eye pin, etc, won't really make the connection really strong though unless you've used an eye pin (usually a "wrapped" eyepin) you've made from plastic-covered wire like telephone wire. That plastic is very similar to polymer clay itself so will actually fuse to the clay while curing.
As mentioned, eye pins can be inserted into clay then removed after baking and glued back in (usually with a superglue) if they'll be subjected to much stress.
But the better and more common way is to bend
the shank of the eye pin (I use a zigzig bend), insert that into the clay (make a hole or slit in the clay first), then snug the clay back around the shank. That creates a mechanical hold
of the clay around the shank which means the shank can't
be pulled out (no adhesive necessary at any point).
If you want to read lots more about various
ways to put eye pins or other connectors into clay dangles or other beads, check out this page at my polymer clay "encyclopedia" site:http://www.glassattic.com/polymer/pendants_cording.htm
....for using "loops" like eye pins in particular as your connectors, click on the subcategory called Loops
(there's also info on making your own wrapped loops and on plastic-coated wires on my Wire
page, if you're interested:http://www.glassattic.com/polymer/wire.htm
...click on Basic Wire Shapes
and/or on Plastic Coated
And btw, almost nothing is a "silly" question when dealing with a new medium because mediums vary quite a lot in how they can be used, and besides we all had pretty much the same questions in the beginning. Plus, new techniques have been discovered for polymer clay all the time because somebody
wondered if X could be done!