Bake frozen lasagna at a medium-high temperature. If you use a conventional oven, set it to 400 degrees Fahrenheit. To cook the lasagna in the same amount of time in a convection oven, you only need to set it to 350 F because the fan circulates the oven's heat more efficiently.f you use a conventional oven, set it to 400 degrees Fahrenheit. To cook the lasagna in the same amount of time in a convection oven, you only need to set it to 350 F because the fan circulates the oven's heat more efficiently.