Dr Greger discourages roasting or baking of tofu. Dr Greger explains that if we expose high-fat, high-protein foods like tofu to high temperatures via broiling, roasting, barbecuing and frying, we create AGEs. The top 20 foods with AGEs are all meat products (see Dr Greger's videos below). However, tofu (high-fat, high-protein) when broiled or fried has sufficient AGES to raise eyebrows (at least Dr Greger's eyebrows). Same applies to nuts and seeds when they are toasted, roasted, broiled or baked.
Details? See Roasted Nuts & Baked Tofu? and AGEs: Advanced Glycation End-products.
Tempeh? In the video below, Dr Greger doesn't mention tempeh. I'm inclined to believe that tempeh is sufficiently high-fat and high-protein, just like tofu. So the guideline should apply to tempeh as well.