Is there a neat way to turn digital games into physical games?

You know how games use to come on a dvd or a big brick called a cartridge... Can i do something like that but in modern day. I have a bunch of blank dvd and cds collecting dust and linux os's but could i put game son them on installers and give them some cool art? Is there a better way to do this? This would also be for personal use cases.

Im just not sure how well save files would be handled, or if this is worth doing.