You may need to run the software in the VM which contains the physical hardware (e.g. the USB controller}. Passing a memory device generally works but when you need special access to the physical hardware such as burning a DVD then this pass-through method may not work correctly.
If your USB controller is in sys-usb then running Xfburn or Brasero there is the best option. If not, and you have several USB controllers, you might want to investigate creating a sys-usb for that purpose. Otherwise then you may need to decide if you want to install a DvD burning package directly in dom0, which generally should be avoided if possible.
Steve