The phrase "to bake each sheet" means to prepare and cook a food item on individual sheets or trays in an oven. This method is commonly used for baking cookies, cakes, pies, pastries, and other dessert items that can be easily separated after they are done baking. The term "sheet" refers to the flat surface where the food is placed before it goes into the oven, which could be a sheet pan or a parchment paper. By baking each sheet individually, you have more control over the cooking process and can ensure that each item comes out perfectly done without affecting other items on the same tray.