Bun in the oven is an idiom which eludes to the pregnancy of a woman. A Woman’s womb is sometimes referred to as an oven. It may be due to the fact that the oven is the receptacle and also provides the warmth.
A Bun is akin to the baby in the mother’s womb. As time passes, the bun begins growing and becoming bigger with each passing day just as the conceived Babu becomes bigger with time in the belly.
Many times a woman who has become pregnant, she and her family feel shy to announce it and then they either say “She is in family way” or “there is a bun in the oven“
First reference of the use of the idiom is attributed to Nicholas Monsarrat in his 1951 novel, Cruel Sea: “I bet you left a bun in the oven, both of you,” said Bennet thickly.