The game is too big by like a 400 MB to fit on DL DVD, but 4 parts fit on the DL DVD and 5th is about 600 MB and you can burn it on a CD, it still is 2 disks though.

It's a shame GoG couldn't compress the files more.

Anyway, it looks like the only way is to use 2 discs, BluRay or other media.

Or, you could try an overburn, although I would never risk it.