I've done this quite successfully using a method shared on this site. Look for a thread just a little farther down about The Lord of the Rings: Fellowship.... in which I commented on the success I had putting both discs onto a single disc. The method is exactly the same for episodes (and is NOT the same as putting two movies with a main menu to choose on a single disc). Somewhere in the thread, the author of the guide which I used posted the URL. It's an "idiot's guide", and will guide you through the process easily.
By the way, RW discs are SO CHEAP now, there's no need to make coasters. Even my local CompUSA has their own brand for just $3 each for a +RW, which is considerably less than I was paying for standard +R discs just nine months ago. Use an RW for testing first and save some money while you're learning.
Best of luck