I have never tried a baking bag.  I know it needs to be a clear bag, and the more vegetation you can cover, the better.  I would try it if I were you.  Just put the bag over the vegetation and seal the opening around the branch as tightly as possible (I use a rubber band or tape).  To retrieve the water you can either penetrate the bag with a small hole, and then cover it with tape, or open the bag and take it down.  I have heard of using surgical tubing as a straw as well, like in the sketches of a solar still.  Essentially this is a solar still, extracting the moisture from the vegetation.