Sometimes. Basically, this is the same as asking if glass is oven safe:
Generally, glass is oven-safe if taken from room temperature and put in a moderate-temperature, preheated oven. The key thing is to avoid temperature shocks (which will cause the glass to shatter). Some glass is specifically designed for oven use (either by being tempered or made of borosilicate glass). Often glassware will say if it is safe for oven use or not, and under what conditions—check the packaging or instructions it came with.
You also need to take precautions when removing glass from the oven. Do not set it on something that'll conduct heat away rapidly, such as a wet countertop.
Before heating glassware, inspect it for damage. Scratches, chips, etc. make failure much more likely. This applies to the microwave as well.
Note that non-glass parts of microwave-safe glassware may not be oven safe. For example, if it has a plastic lid, that should generally not be used in the oven (even though its OK in the microwave).
edit:
In response to your update, that oven is what would often be called a toaster or countertop oven. Those change temperature much more rapidly than a larger oven (which can be electric as well). So, generally, you'd avoid glass in them.
But, your glass says it can be used over a flame, from the freezer. So it's clearly one of the very shock-resistant ones, possibly borosilicate. I wouldn't expect it to be a problem. Just make sure to preheat the oven.
Also, since you know who made it, you can of course contact the manufacturer to confirm.
I believe the following companies advertise that they produce bakeware made out of borosilicate available in the US, :
Luminarc
Arcuisine Elegance
I can't speak to the boron/boron plus/zero boron debate, but those are the two I would investigate.
I know that Bodum also advertises borosilicate products, but I'm not sure if they make bakeware.
Best Answer
While an oven preheats, the heating element or gas burner will be running at full output. For an electric oven in particular, this will generate a great deal of radiant heat. Radiant heat increases the temperature of the objects it shines on, without directly changing the air temperature.
So, if you place a pyrex dish in a cold oven and then turn it on, some surfaces of the dish will be exposed to this intense radiant heat for a long period of time as the oven heats up, while the air temperature in the oven the rest of the dish is exposed to will still be much cooler.
If the dish is placed in the oven after it has preheated, it will still be exposed to the radiant heat as the oven cycles on and off to maintain the temperature, but it will be for shorter periods of time and the ambient temperature the rest of the dish is exposed to will not have such a large differential, resulting in less thermal stress on the glass.