Placing a cookie sheet under my pyrex baking dish in a convection oven Can I place a cookie sheet under my Pyrex baking dish to catch drippings from my lasagna if I use a gas convection oven?  I wonder if it will bake in the same amount of time.
Yes.

The instructions with my oven say to always leave the grill pan/roasting dish [which is of course the full size of the oven area] on the bottom shelf rungs, even if you're not using it for any other purpose, simply to catch spills.
A cookie tray would certainly serve a similar purpose.

Assuming you will pre-heat the oven, then it will all heat up at the same time, before your lasagne goes in, so won't change your cooking times at all.