I am looking for sources for the segula of baking challah on behalf of a sick person, a shidduch, a baby or even a World Series victory. Where does this come from? Why can men not be part of it? Why does it have to be done at a specific time? etc.
There's the whole key-challah thing that's supposed to be a auspicious for making a living. See more about it here and here (summarizing from this mp3), including notable rabbis who think it's downright prohibited.
The baking segulah I'd heard was to bake your own challah for Shabbos rather than buying it, as a segulah for your children finding the right person and getting married. Or so I've heard it.
Regarding baking in general, there is a Gemara (which appears to be in the realm of Agada as it's not cited directly by Rambam or Shulchan Aruch, as far as I can tell) in Bava Kama 82a:
-- and this way she'd have something readily available to feed them. (There's a story in Taanis about having food on-hand for poor people.)
So this challah segulah is sort of my favorite type of segulah:
Hopefully if a family can manage their house well enough to bake their own challah, that will be a good environment for their children to learn healthy relationships. (I say hopefully). Alternatively -- the mom is so busy baking challah that she stops meddling? :)