I usually leave mine out of the fridge for a bit before I put it in the oven. I score the skin and put a bit of olive oil, salt and chilli flakes on, then bake in the oven for 20-25 mins. I don't think it's ever come out lumpy when I've done it this way, regardless of which camembert I've bought.
So I've googled this and still don't have a definitive answer. I bake Camembert from time to time - it's usually melts fine but other times it goes horribly lumpy. Some sites say its because Ive used pasteurized camembert - but that's complete nonsense - because I've previously bought "baking camembert" from Sainsbury (which is pasteurized) and it melts just fine. However if I buy normal camembert - it's a hit and miss affair.... Any recommendations ?