I want to make squash blossoms stuffed with goat cheese for an appetizer. I know that the people coming are kind of dieting & would cringe at the deep frying. Is there anyway I can do these in the oven & have them come out ok or just lightly saute? Also should I serve them in some kind of sauce? And lastly, is there any way to make the ahead--I will be juggling a lot of other things.