It appears the right-click and ‘Burn to’ menu on an ISO file in Finder that didn’t work a couple of months back has been fixed at some point. I currently have 10.15.2 and it’s now working as expected:
Fixed: Burning disks from iso images on MacOS Catalina 10.15.2
Not working under 10.15.3. Try to burn an ISO even when the shasums match and it just stupidly goes “Could not burn “systemrescuecd-6.0.7.iso”. The disk image is invalid.” Does it with a couple other ISOs on the system.