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:
hdiutil convert /path/imagefile.dmg -format UDTO -o /path/convertedimage.iso
Not likely to impact most people, but occasionally I use an external USB dvd burner to make bootable disks for installing various OSes on older computers.
Previously before Catalina I would right click an ISO and select “Burn Image to…’ and this would work as it has for the past several MacOS releases. Now though when I click this option the menu disappears and nothing happens. A tip here suggested to double click this iso to mount it, and then right click the mounted disk and select “Burn Image’. While this does work to burn to a blank cdrom, the disk is not bootable, it appears to only copy the files to the cdrom and not burn it as a bootable disk, even if the iso is from a bootable disk.
Reading through the above post on the Apple site, this sounds like a bug in Catalina and has been logged.