Hey, I've burned pretty much every sega cd game on cdr and while it was tricky at first I find it ultimately simpler than pc engine cd burning. general rules of thumb: find bin cue downloads this makes everything easy, and they are available for almost all games worth playing (i'm not being snooty either this list includes plenty of stinkers): free roms is a great site iso zone and emu paradise make good backups just find the bin cue version ( the downloads will always be 250 to 500 mb if you want to check before download) then use a program that will mount the image file, you'll know if your burner can handle it if you click on the cue file and it auto mounts the bin (you can find cue makers and all this other git hub nonsense but don't waste your time). This will let you play snatcher, bari arm yadda yadda yadda if you really want to play a game there are only iso's of then read the rambling part below:
For a long time Bin Cue was the only format I could trust which left me unable to play some un available roms: heimdall and cobra space adventure for example which were only available in sketchy 62 mb iso downloads but I recently had a breakthrough on iso's as well. I use a mac which everyone online seems to say makes it way harder for burning any game but all you need to understand is that a macbook HATES burning below 8x so just don't bother, I use liquid cd instead of toast titanium it's much simpler and toast seems to mess up the drivers on my burner more frequently, it's supposed to be a direct copy of imgburn so I would try imgburn if liquid cd is non linux. Liquid cd's lowest burn speed is 10x which I use and I have had very few burn errors, most of those are with pc engine games it seems that the laser on my cdx is much more forgiving. I have read the 1st model of sega cd is more picky however, that may be your problem if you burn discs that an emulator like kega can run but your console can not. If you read the collectorghanda the best version is the jvc x'eye due to its durability and it is cheaper than the cdx. Personally using the voltron version would frustrate me w all the power cables anyway.
also on cd quality: where pc engine games require me to use higher quality cd's like verbatim etc (I can still use crappy ones just with higher error margins) the sega cd is pretty good about reading any old disc that being said it wouldn't hurt to keep it classy w yudens or verbatim.