That's a solution, but not something i would suggest.

The reason is quite simple, many games (even some old ones) receive an update time to time.

I would suggest, to get a backup drive (HDD / SSD) or even better a NAS (x2 HDD). Large HDD are really cheap nowdays.

If you don't have the lastest version of all your games if GOG closes; some of your backup on dvd-r will be outdated. (sure that shouldn't be a problem if your collection is small, but if it's quite large, i won't do that)

In other hands, i think GOG is reliable, so i don't think you really need to backup on dvd-r but it's your choice.

Talking about backing up, I usually put all the installer files and extras of a game in one folder, then archive it using softwares, like WinRAR or 7-Zip (to avoid the file being accidentally separated). After that, I put all of it in my laptop (which is only good in storing files rather than gaming), in a non-system drive. When I want to play it, I will just need to copy it to my PC (which is offline and far better at gaming than my laptop). And when there is a game update, I will just download its latest installer, and rearchive it again.