mkisofs works for me.
I have the wav files in a directory such as /home/wav
Change to that directory with the command: cd /home/wav
Make an iso image with the following command while you are in that directory.....
mkisofs -r -o /home/wavfiles.iso .
Note: that period at the end is used basically to say "grab everything from this directory"
Now you can burn the image to a cdrom with the command:
cdrecord -v speed=4 dev=0,0,0 -data /home/wavfiles.iso
Note: the speed and dev settings may be different for your machine.