When you're hungry, "Preheat the oven or grill" may seem like a step someone added just to torture you. But it’s necessary. Baking or roasting in an oven that hasn’t been properly preheated will throw off the cooking time or may cause your food to cook unevenly or even burn. Ditto with the grill. Adding food to an improperly heated grill grate causes sticking and eventually burning.
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