If you open it up and tape the door switch, you can swap out a real game and put in a burn and play it. The Saturn is pretty easy to do because the system goes to the outermost track on the disc, and reads the region coding. When it hits the outside ring, it pauses to read, and you can swap fast.
Ask "Evil Ted"...he told me I could never have done it on my first try
<3 for Evil Ted.