How do you cook smokie links in the oven?!

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Great idea - my mouth is watering. SLs are NOT available here in Australia and you're making me miss 'em!
I'd bake them in a hot oven after scoring them, scoring several at a time with a rolling knife at about 400oF turing once until done.
YUM!
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Maribeth-Everyone had great ideas. IF time permits another day, you might entertain the thought of making "pigs in a blanket" with them. Just take a few cans of biscuits and wrap them around each little smokie. Place them on a baking sheet and bake them up according to the directions on the biscuit package. Now if the little smokies are completely raw, you will need to bake them 3/4 of the way through and let them cool enough to handle befor making them.

I'm a personal chef.

Of course that would work fine. They will crack and so to take advantage of this process you could score them with a paring knife. Make a crisscross pattern like you're making an X and O board on one side. This will open up and make them more presentable. It will also allow such things as sauerkraut or mustard to cling to them better.

Spray a cooking tray with oil, prick sausages with a fork.
If they are curved, join them in pairs with toothpicks.
Set oven at 350F, turn after 20-30 minutes to brown evenly.