#1) forget about omitting the boiling process, you want to boil them. :)
#2) I don't have any instructions, but I do have other units in clay for baking other breads. The idea is to simulate a hearth oven, which is a brick oven, that is usually wood fired. The idea is also to get a little steam on your breads for more ovenspring.
Now I don't know about your taste in bagels, but for me, I like old fashioned Montreal Style or New York Bagels (though I am on the side of Montreal in that bagel rivalry;)). With a malty taste, not the overly puffy light bread-like ones you often see now, but more dense.
I would still boil first, otherwise you'll make buns not bagels IMO. Unless you like them really light and puffy like a bun, to me those ain't bagels;).
I've noticed those units coming on e-bay occasionally, with manuals. If the company isn't still around, I'm wondering if you e-mail the seller, if for a couple bucks to their Paypal they'd send you a photocopy of the manual, as I would think it's a very short manual. Or I guess you could ask a couple questions about how it says to bake. I'd want to know the maximum temperature they'll bake at, as when I do bagels, I like as high an oven heat as possible. As a frame of reference, hearth oven bagels are usually baked at over 600F, I've even heard 700F:suprise: I would guess without the manual, your clay baker would be safe at 450, but if it was capable of going higher I'd want to know, and would use those higher temps.
Be very careful when the clay unit is hot, to not touch it with something like cool water, you have to handle it so it won't break when under high heat. Put it on a rack, not a cold marble or granite counter, etc.
I would say where it might have the potential to make better bagels would be just in its simulating of a hearth oven, but I wouldn't want an unboiled bagel steaming and rising in there, unless you want them light and puffy.
My only tip for recipe, is get your hands on some malt - I use non-diastatic malt powder or malt flour, you can get some malt powders sometimes at home brew places. Also I'd say use bread flour, or all purpose flour turned into bread flour by adding a little gluten. I like a little sweetener like honey in the boiling water also.
king arthur flour has a good website and sells all things malt as well. King Arthur Flour :: Home Page