Is there a way to generate a report that lists all devices and which baselines are assigned to that device?
If you have access to SWQL Studio then the object "NCM.Baselines" will probably have what you want.Put the following code snippet in a report:
SELECT TOP 1000 Id ,Name ,Content ,Description ,ExactMatching ,UseComparisonCriterias ,IgnoredLines ,DisabledFROM NCM.Baselines