OK, once you make your multiboot pendrive and confirmed that it works as it should, make an ISO image of it and write it to your DVD.
Though I haven't tried it, I think that should work. (If you can accomodate what all Bootable ISOs you want on a 4GB pendrive, a single layer DVD will do. If you needed an 8GB pendrive, then you will write the ISO to a dual layer DVD. I would suggest that in the first instance you limit it to 4GB, write the created ISO to a DVD-RW. If everything works well and you gain confidence you can write to DVD-R either single layer or dual layer as may be needed.)