I do what MsSharLee does in that I don't wait until my soap has set before putting it in the oven- but I use a different oven temp than her because I soap my oils and lye on the warm side and can get by with setting my oven temp lower.
The purpose of me putting it in the oven when just poured is to encourage the soap to go completely through the gel or 'neat' stage, which speeds up saponification. As soon my soap has been poured into the mold, it goes into a pre-warmed 120F oven, which I then turn off as soon as I close my oven door, and I let it sit there until full gel has been obtained, which timewise for me is overnight. I soap late at night, you see, and once it's in the oven I go to bed. When I get up in the morning I have a nice, fully gelled and re-hardened soap waiting for me to unmold and cut.
Although fully gelled soap is further along in the saponification process than ungelled soap and is fine to use as long as it is tongue neutral when the zap test is applied, it still benefits greatly from a good cure. I cure mine for at least 4 weeks even though it's safe to use much sooner. That's because I found through experimentaion with my soaps that the longer I let them sit, the milder they become, the lather is much improved, and they also last a lot longer in the shower.
The waiting can be really hard, believe me, I know! But to me, those extra weeks of cure are definitely worth it in the end.
IrishLass
Zap feels like your soap took revenge on you for licking it by nipping or stinging you on your tongue. 
