The impromptu oven is beyond ancient. This said, in terms of the history of bread, its documented history is recent. The documented history only goes back to ancient Greece and Rome. If you know of something earlier, then please share in your comments.
The biggest literature on impromptu ovens prior to the Early Modern English cookbook literature is from Classical Rome. One very good source of information is “Testa and Clibani: The Baking Covers of Classical Italy” by A. L. Cubberley, J. A. Lloyd and P. C. Roberts. You will find this at Jstor.com. (If you haven’t already, then you can sign up for a free account that lets you read 100 articles per month.) The testa and cibani were systems for baking under a heated lid and/or in what we call a Dutch oven, which is a pot with short legs so that embers can be placed both under the pot and on the pot’s lid.
As often happens with me, I got to the Latin literature on Dutch ovens via a search on the term “portable oven” in an English cookbook from the 17th century. I found this fabulous passage by Seneca in his Epistle XC about the history of bread baking.
Tum farinam aqua sparsit et adsidua tractatione perdomuit finxitque panem, quem primo cinis calidus et fervens testa percoxit, deinde furni paulatim reperti et alia genera, quorum fervor serviret arbitrio.” Non multum afuit, quin sutrinum quoque inventum a sapientibus diceret.
This loaf was, at first, baked by hot ashes or by an earthen vessel glowing hot; later on ovens were gradually discovered and the other devices whose heat will render obedience to the sage’s will.”Epistle XC, Seneca the Younger, Harvard University Loeb Classical Library
I guess, strictly speaking, this fantasy concerning the invention of ovens is correct. When bread and other dough products were first baked, the people who did that baking, the Natufians in southwest Asia, had neither developed the art of pottery, nor the art of building clay ovens, so it is undoubtedly true that the first breads were baked as ash cakes. But the shift to ovens was so early on in in the history of bread that focusing on a “before” makes little sense. Small clay ovens were a common feature in some early Neolithic communities, notably in Çatalhöyük, a large Neolithic and Chalcolithic community in what is now Turkey. There was an oven in every house. It was a small oven that could have been operated either on a continual feeding of fire into the oven — the system that was used for the ovens depicted in Greek terra cotta figurines — or as a retained heat oven. Once pottery was invented — and it is always important to keep in mind that in Asia pottery was invented thousands of years before its invention in southwest Asia — creating an impromptu portable oven was just a matter of heating the ground with a fire, sweeping the embers away, putting down the bread, cake, or other item to be baked, covering the food with a pot, and piling the swept-away-embers around and over the pot. The best description of this system was published by Frederick Vine in the introduction to his 1900 book, “Practical Bread-making: A Useful Guide for All in the Trades.“
So much for the digressions!
If you don’t have a wood fired bread oven at all, or only have a very large oven and you just want to bake a small pie or pastry, then either bake under a post as per Vine’s instructions, or follow the advice of Mounsieur Marnetté in his 1656 book, “The Perfect Cook,” and use a Dutch oven — formerly called a campaign oven, portable oven, or, later in the 19th century, a bake oven.