I had a Pioneer unit over a decade ago now that could play files off of data media and the current unit in my 2012 Golf can do the same.
Only way to be sure is either to search the net forever or to burn a couple of files onto a disk and try. The only caveat is to make sure the disk is burned in a single session mode and finalized, they don't like multi-session disks at all. I used Nero BurningROM instead of the built-in CD/DVD mode that Windows has as it gave me the choice.
Nero will also allow you to create a proper audio CD from MP3 tracks by choosing the audio template when you create one and adding MP3s. Note that the disk will hold only 80 minutes of audio instead of the many hours that you get from a data disk.