In Spine-Unity for Spine 3.6, there is now a Skeleton Baking window.
To access it, right-click on the SkeletonDataAsset's inspector header (or on the little cog icon on the upper right of the inspector) and choose "Skeleton Baking"
This functionality was moved into its own window to make the SkeletonDataAsset's inspector cleaner, and to avoid confusion regarding how to use it. People were confusing normal use with baking and with the Mecanim controller.
Note the warning. Baking is a specialized tool and is not the main way of using for Spine-Unity.
A lot of Spine's features don't exist in Unity's Animation system so they can't be translated and are ignored in the process.
