Actually, I bent them around a glass bottle and then put some wire around to hold them. I was able to slide them off the bottle and bake in the oven without the bottle. The wire held them just fine. I was even able to tweak the shape a bit to make them more oval and less perfectly round, more like a standard bracelet.
I took one picture with my phone of them on the cookie sheet before they went in. I will post a finished picture once they are done.