Export to DNG and burn exports to DVD

I thought this option under export was the answer to my dreams! but no. It seems that there is no multi-session option on the burn to DVD, so unless I want to use a new DVD for every set of images I download and export to my back up disc as DNGs, I still have to wait until I've got a large batch of images to back up or waste a lot of DVD space. Somewhat irritating when an option to add to previous files on my DVD would solve this - unless I'm missing something somewhere?