Yes, I covered it with a microwave-oven-used plastic cover (I bought it in Dollar store).
>Is chilli power hot? Or any substitute?
No, chili powder just gives beautiful color, even if it is described "very hot", it tastes just a little bit spicy.
>Also, does it matter, if you take the skin off?
You can bake it first, then take the skin off, so that drumsticks smell good. But if you do mind the chelosterol in skin, you can take it off first. Without skin, I suggest you brush some vegetable oil on the baking pan and then put the drumsticks on.