There is no prohibition baking a cake for sinners.
But if there is a possibility they will listen you should tell them that what they are doing is a sin.
According to the Gra you should tell them even if you are sure they will not listen. At least I think that is what the Gra holds. And I think I saw something like that in the Shelah once.
  any case baking cakes for them is the best possible thing. White flour and vegetable oil and all the other stuff they put into cakes is like feeding them poison.  Delete the "like." It is feeding them poison. The question is are you allowed to bake a cake for hetrosexuals? I doubt it.