This works with ordinary (non-RW) CDs.
1. Put all the material for your first burn into a folder.
2. Open Disk Utility. Choose Images>New>Image from Folder. Select the folder you want to burn.
3. Type a name for the disk image and specify a location. Click Save.
4. For systems prior to El Capitan: in Disk Utility, click the Burn icon on the toolbar. Navigate to, and click once, the disk image you just created. In El Capitan and later select the image in the Finder and control- or right-click it. Choose 'Burn Disk Image (title)'.
5. A Burn Disc dialog box will open. Click the blue triangle or disclosure button at upper right. When the dialog box expands, click 'leave disc appendable'.
6. Click the Burn button to burn the CD.
This creates your first session. To add more material:
7. Repeat steps 1-5.
8. In the dialog box, the button at lower right now says 'Append'. Click this to burn the new material.
When you mount the disk, two disk icons will appear on your desktop. You can go on doing this until the disk is full.