I was lucky enough to be spending my summers in France back in the noughties so all these mp3 discs were burned so that I could take almost my entire music library on about twenty CDs. I also bought a really cheap (then!) Philips DVD player and it played the mp3 discs beautifully (through a little Sony mini hifi) - sounded almost as good as my home set-up.
I think if you put separate classical pieces in folders you should be able to achieve correct sequencing that way. I'll do that as part of my test burn - I have the RW disc at my disposal now so I'll crack on.