No. You have to hold the extensions against your hair and then apply the heat. Heating the keratin on the hair creates a bond that attaches it. You then roll the extension to secure it.
If your hair is severely damaged, it will not be possible to get a color that requires pre-lightening, such as pink, without risking severe damage and breakage.
No, because the pastry would defrost first, it would end up soaking up the filling and you would end up with a soggy base. Also, you would end up cooking...