Sure you could just boil your eggs for dying but, if you need to do more than one dozen at a time, baking is best.
Position the oven racks in the center of the oven, then arrange the eggs in a mini muffin tin. Set the oven to 325 degrees F and bake for 30 minutes. When the eggs are done fill a large bowl with ice water and move the eggs into a bowl. Peel the eggs as soon as they are cool enough to handle, then return them to the ice bath to thoroughly chill.
I usually find baked eggs a little harder to peel than steamed (or boiled), but just barely. The fact that shell of the baked eggs gets hotter during cooking than the shell of the steamed eggs may be a factor. Still I prefer the slightly creamier texture of baked eggs to steamed or boil. I imagine its because the dry heat moves into these eggs more slowly than steam heat does.