I have the same problem on an Epson Artisan 725. I have done everything you said and rechecked but still cannot print to disc - the dialogue always asks to remove the CD from the tray before printing on paper
Click Print in the label maker and then click Properties. Make sure your Epson Artisan is set to print on discs. If that doesn't help, try updating the driver for your printer by going to Epson's web page and downloading the latest driver.