I’ve never known anyone who can. However, some former neighbors of mine used to love them baked whole. I think they are only average for this, but the size makes such a backed apple very impressive. Much more than a Rome- the classic baked apple variety of my youth.
My former Wolf River has long since been transformed to varieties I find more appealing. If you want a no-sweetner needed baking apple I suggest Jonagold which raw, is somewhat similar to Honeycrisp but without the huge crunch.
I’ve found a variety of Jonagold that is a bit smaller, less prone to corking, ripens a week sooner and is redder than the original or other sports I’ve tried.