Toasting nuts in the oven is fine, except you'll probably forget them and burn them -- and you could be toasting them in butter instead.
You can do this technique with any nut.
[Ed. note: Try it out with this Five-Nut Caramel Tart.]
Francis Lam is the host of The Splendid Table. He is the former Eat columnist for The New York Times Magazine and is Editor-at-Large at Clarkson Potter. He graduated first in his class at the Culinary Institute of America and has written for numerous publications. Lam lives with his family in New York City.