Hello Dave. While you technically can bake the whole roll at once, simply placing the intact cylinder onto a baking sheet will not yield the results you are hoping for.
Because the roll is so thick and dense, heat will take a long time to reach the center. If you bake it whole at the standard temperature (usually 350°F), the outer edges and bottom will melt, spread, and eventually burn long before the middle has a chance to bake through. You will end up with charred exterior edges and a completely raw, molten center.
If you want to make one giant cookie rather than slicing it into individual portions, there is an easy way to do it properly. Remove the dough from the plastic packaging and press it down into an even layer inside a greased cake pan, pie dish, or oven-safe cast iron skillet. Lower your oven temperature slightly to around 325°F and bake for roughly 20 to 25 minutes. This ensures the heat penetrates evenly throughout the dough, giving you a golden, fully cooked cookie cake.