Like everyone’s saying, it’s not about the actual peeling. It’s about how you cook the eggs.
There’s a membrane between the shell and the white. By cooking it properly, you can avoid it sticking and mangling the egg. Shocking the eggs in cold water (transferring them out of the boiling water right into ice water or under cold running water for 5-10 minutes) is key.
Also, if you’re boiling them, make sure the water is boiling before adding the eggs instead of bringing eggs-in-water to a boil. I still haven’t tried baking them, but after seeing the results, I’ll give it a go next batch.