For bread and lox meat pies you need

- cauldron all leveled up
- fire burning under the cauldron (goes without saying, of course)
- barley that you can turn into flour (for making flour you'll need the windmill, and to craft that one, you'll need the artisan table)
- lox meat
- cloudberries

The latter two only for the lox meat pies, of course. You then make the unbaked bread/pies in the cauldron. Then you pop them in the oven and wait till they're done (works much like roasting meat - you pop them in, wait, then grab them when they're done).