Convection-baking in a "convection microwave" is a bit like conventional baking in a toaster oven; it's more or less the same principle but you really can't expect the same results as a conventional oven (or full-size convection oven).
That being said, if you're attempting the recipes in a convection microwave or even a real convection oven without any modifications, you may be using too high a temperature, or cooking for too long. The guideline for conversion (and this is just a guideline, not a rule or guarantee) is to subtract 25-30° F / 10-15° C from the temperature, and 25-30% from the cooking time.
So, for example, if a recipe calls for baking at 350° F for 60 minutes, your first attempt in a convection oven should be 325° F for 45 minutes.
Again, please keep in mind that a convection microwave is still fundamentally a microwave oven. No matter what their marketing claims say, it is not a substitute for a conventional/convection oven and you are not going to see equivalent performance.