Are you sure its not just that the CD-R games you have don't have boot support? I've never herd of a DC that can't boot CD-R media. I have herd cases where DC's can't read CD-R's at all, but was fixed by tweaking the laser potentiometer (there are tutorials out there that walk you through this).
Anyway, any of the cheat CD's (Action Replay/GameShark/CDX) should all enable you to boot backup and import games (even with the VGA adapter).