Why do my rolls burn on the bottom, and how can I get it to stop?

Happens also with biscuits & cookies. I'm cooking on a teflon-coated cookie sheet. Greased or not makes no difference. Some other details: I have a propane cookstove (with the proper jets installed), I use an oven thermometer to ensure the temperature is correct, and I'm at 6,000 feet of altitude. Any ideas? BTW, the rolls [...]