I have occasionally done this when camping - sourdough, english muffins, 
sourdough cheese biscuits [ with a touch of garlic, of course].
biscuits can be  cooked/griled/baked in a heavy fry pan or griddle; need to 
adjust the height /or fire to control the heat.
baking bread requires a little more watchfulness.  I usually use a cast 
iron dutch oven [lined with aluminum foil - easy to remove, especially if 
it accidentilly gets too hot on the bottom.  You put some of the fire coals 
around [and on top] of the durch oven ; sort of guess how much it takes. [ 
there are "formulas"  of temperature and time if you use bricquets [ that 
spelling doesn't look right - and I can't check on the bag as I don't use 
them] .  One time I used my foil lined cardboard 'solar oven' box as a 
enclosure  - and it worked very well. [of course it also caught fire one 
time also!!
Any technique that is intended for barbeque [ slow, lower heat, as opposed 
to grilling - fast, high heat] should work very well for baking.  After 
all, people were baking bread for thousandds of years before all our 
'modern appliances'-  and in many parts of the world they stilll do!
Tom brown,   the crazy camp cook