Baked Chicken Chili Relleno Recipe| Struggle no more about what to serve your guests at your next Fiesta party! This Baked Chicken Chili Relleno recipe is perfect! It can be made in advance and even better they’re baked so… no standing over hot oil and frying chili rellenos while your guests wait. Creamy on the inside and crunchy on the outside with a little kick. Typically deep fried this Chicken Chili Relleno recipe is a lighter version and is baked.