Straight into the tray. Be it glass, non-stick or stainless. Oil in, herbs and salt in, give it a toss and in the oven. When cooked, vegies out, hot water and detergant in. Deal with it later. Glass or Stainless obviously the best, can just scrub them. I've cut down my foil, baking paper and paper towel usage a lot over the last year. Just so wasteful to save a couple minutes cleaning.