I had the opportunity to see Alton Brown live (several times, actually). The very first time, though, he brought this contraption. It’s basically a retooled “EZ-Bake Oven” to use a set of stadium lights, which generate a tremendous amount of heat and light. This is normally fine for the distances that you deal with in stadiums, but a couple of inches away will cook like a convection oven.
Here’s a clip from the full video (warning: YouTube) in which he cooks a pizza in less than 5 minutes using this technique: