Sorry for butting in .... how thick do you make the clay? I have wanted to try making bracelets but my fear of the clay breaking has stopped me. (for reference I have an Amoco pasta machine so 1 is thickest and 7 is thinnest)
I used the tutorial in the book "Creative Ways with Polymer Clay" by Dotty McMillan and she uses two sheets of clay from the #2 setting which according to her one she = 2.8 mm. So if your thickest setting is 1 I am assuming her settings are similar to yours. Idk but to me that seems pretty thick, like maybe it is a typo in the book. Anyway I did make the bracelet and I changed the process a little, like I used a drinking glass as a mandrel instead of making one with waste clay and my bracelet turned out fine. It did break but it was my fault I tried to tighten it up after I made it and tied the string too tight not giving the clay room to expand as it heated and it cracked in the oven. I bought my book used on Abebooks.com for like $5.00 or you may be able to get it from the library. Sorry for all of the extra information but I thought it might be useful.
How about using soda (or whatever) cans that are full (and probably wouldn't dent as much), wrapped with a layer of paper. Create your bracelet, then to bake just gently slide the paper with the bracelet on it off and stand on your baking sheet.