Just install it inside the baseboard heater and pop the cover off to use it.
Gotta love it. "Honey, look what a good job I did installing this ventless propane heater in our kitchen"
My answers are based mostly on the ICC codes. Advice given is my personal opinion and every person performing work should acquire a permit from his/her jurisdiction and get the work inspected. My opinions are not directions to follow for DIYs or professionals