My girls are very interested in baking too. Perhaps they treat it the same way as playdough but with an added gift at the end of it all - they get to eat their creations!
Look at them having a good time at their cookie baking class. I thought I wanted to know how messy or chaotic they would get if they played with dough (the real dough). What better way to try it out at a class rather than own kitchen :P But they did suprisingly well and were so behaved. Maybe it was because there was a instructor standing by!
It just brings me so much pleasure to see their smile of satisfaction when the final product came out of the oven!