Man in club with fish — something for the oven? (6,4)

'man in club' is the definition.
I don't know anything about this answer so I can't tell whether it can be defined by this definition.

'fish something for the oven?' is the wordplay.
I cannot quite understand how this works, but
'fish' could be 'ray' (ray is a kind of fish) and 'ray' is found in the answer.
'the' could be 't' (the is pronounced as a 't' sound in some dialects) and 't' is present in the answer.
The remaining letters 'baking' is a valid word which might be clued in a way I don't understand.
This explanation may well be incorrect...

'with' is the link.

Can you help me to learn more?