on some circuit race engine sumps, they have tubes, with a smaller tube that has a tapered seat ground into it pressed inside, then a ball bearing (a couple mm smaller than the i.d. of the outer tube, but big enough to seal off the inner one) and a split pin to stop it rolling all the way out. If you put one at the bottom of each baffle, the ball rolls and closes the 'outside' axle during cornering, preventing oil getting past, and the other one is open, allowing any oil on the 'inner' side to get back to the centre. At rest and in a straight line, due to the ball being a few mm smaller, it also rolls away from the inner tube and lets oil drain back quickly. This might work even better than angles or fixed holes, but it's a question of whether there is enough room to fit them or whether or not the baffles don't already do more than enough.
I'd actually make a case for their use on circuit racers, as with very few exceptions you'll always be doing more corners turning one way than the other, so without flaps or one way valves, there's more likelihood of a bias in more oil getting past and remaining on one side (*the mostly outside for that circuit) axle tube region.