Burn a CD with cue points to use on CDJ800?

Hi, I am thinking about buying some CDJ800 MK2s for a party rig.  I'm not used to CDJs, more of a vinyl guy.

One of the problems I have is finding the first beat on tunes and setting the cue point just right.  Is is possible to burn CDs with cue points marked so the CDJ800s pick them up as soon as the track is selected?

Thanks!