Do you make small slits for venting or not?
No, because the point of throwing the whole gourd into the oven is to soften it and avoid the knife slipping and cutting you. Just set your timer as early as you think it could soften. Like 20 mins or so at 350. Then you can slit or cut as you wish, but sometimes if I want the flesh soft Ill just continue and cook it all with the peel still on (which it wont be at the end).