I have a huge series of videos I need to download from the internet and burn to CD and/or DVD. It will require quite a few sessions to finish it all. Is it possible to stop and return at a later time to continue adding more to the CD or DVD?

Yes and no.
YES you can leave a CD/DVD open for later inclusion of DATA
NO if you want the disc to be playable in a domestic player as this requires the disc to be closed/finalised.