Former Everton youngster Jones, making only his fourth start for the club, clawed Baldock’s penalty to safety after Ryan Jarvis was adjudged to have handled Jemal Johnson’s cross in the dying seconds to cap a memorable night for the visitors and chalk up just their first win in ten matches.
Stephen Purches had earlier fired them in front on the hour after Dean Morgan cancelled out Luke Chadwick’s strike for the home side before the break.
The Dons took the lead in the 19th minute when Aaron Wilbraham sent Chadwick clear to curl a shot beyond Jones and into the top corner, however Orient instantly improved and Morgan fired past Willy Gueret six minutes later from JJ Melligan’s free-kick.
Purches powered the O’s in front on the hour from 25-yards before the Dons, winless in 2009, piled forward.
The pressure looked to have paid off in the final minute but Jones denied Baldock to earn caretaker boss Kevin Nugent his first win since replacing Martin Ling.