If memory serves, the reason you have to convert FLAC files to WAV first is because QuickTime does not natively understand FLAC files and if I were to guess Burn uses CoreAudio and QuickTime to do the audio-conversion for burning.
If that's the case, you have two options:
1. Add FLAC playback to QuickTime (this means adding it to iTunes as well, incidentally).
2. Convert them to any QT-friendly lossless format. This includes WAV, ALAC or AIFF. Don't worry about the settings, one lossless file is going to give you the same results as another and will be converted again by the app anyway.
Of course, if you make everything ALAC you can use iTunes to do the burning.