Yes, you can make veggie packets to bake in the oven. The kinds of veggies, and the size of the pieces, will determine how long they'll take. Although I wouldn't use frozen veggies for this method.
Cut up potatoes, chunks of yellow and/or green squash, mushrooms, peppers, corn on the corn, would all work very well. Toss with olive oil and seasonings and then put in tinfoil packets.
You'd be better off doing frozen veggies on the stove top as usual.