Yep. Roasting requires a drum roaster, a sealed, indirectly heated apparatus in which temperature, moisture, etc. can be precisely controlled. This device and process were patented in the early 1800s. That's why black malt, the very first roasted malt, is also known as patent malt. The same apparatus is required for making crystal/ caramel malts as we know them. No drum, you'll just make charcoal if you're lucky, and most likely something far more foul tasting.
Toasting at home, on the other hand, can be fun, easy, and rewarding, though hard to get the same twice, and you should calibrate everything with a good thermometer because oven thermostats are universally bollocks. Randy Mosher's book, Radical Brewing, has a great section on toasting, with guidelines on time and temperature to get specific characteristics.
