It's possible but I've never heard of any pirates that did this. Datel did it successfully with their Gameshark, those worked on unmodded systems.
From what I've found it is actually possible to make a CD-R with those sectors intact, though it takes a bit of work. This guy says he got it to work but it could be made up. Other sources say that the code is a part of the tracking pattern which is added during manufacturing and can't be written using a CD-R burner. I really can't confirm either way, I'm just going by the info I can find online.
http://baetzler.de/vidgames/psx_cd_faq.html