not even Gens, Xega, Ages, or Kega actually play 32xCD games. AGES was supposed to, but it doesn't quite work.
but, the Sega CD is not picky at all about disks. so, you can use regular CD-R media, and burn an exact copy of the Bin/Cue image to the disk. now, remember, Create the CD from the Bin/Cue Image, DON'T just copy the Bin and Cue files over to the CD. quite a few have actually done this, and then they wonder why.