Yes, I do it with my emulators.
http://www.megagames.com/xbox/xbox_utils_burn.shtml
That is the site with the program(s). The one I used was the "XBOX game selector - Hacked Xdemos". It uses the same game choice setup as the demos in the xbox games, but different backgrounds. If you want the same backround as the "Xdemos" (with a different word other than the glowing "demos"), I could put it on a site for you to copy. I couldn't find one anywhere, so I had to make one myself.
Anyways, those other programs probably work just as good, but I never tried them. So i dunno if it's the same setup.
You need Xiso to get it to work. I tried the xboxisotoolkit, but no luck.