All fried things will COOK if baked but will not have the same crispness as they would if they were fried. Yes, you can try spraying some things with oil and they may come out ok but still not the same thing as frying in oil. When things are fried in oil, the "skin" or outside of the food will crisp and seal in juices and flavor. What I have done in the past as a compromise is to place chicken in a very hot frying pan with oil and brown it - or maybe this is called searing? - and then finish cooking it in the oven.