It took some doing, but I got this solved on an R800, so the same
might work on your R625 -- worth trying, anyway!
I assume that your printer handled CD/DVD printing under Tiger the same way the R800 does -- there's a separate manual-feed driver you choose, then you put your CD/DVD into a plastic tray that slides into the front. I'll also assume you've already checked the Leopard compatibility list on epson.com to see if the RX-625 is among the printers for which Epson claims built-in compatibility.
If so on both counts, try this:
1) Make sure your printer is correctly installed under Leopard with the Epson print driver (rather than the Gutenprint driver.) If in doubt, check the printer list visible in the Printing & Fax preferences pane.
2) Launch whatever application you use to print CDs (Epson PrintCD in my case) and go to the Page Setup dialog.
3) In Page Setup, make sure your printer is selected in the upper pop-up. Then, in the paper size pop-up, choose *A4 Manual Feed*. Close Page Setup.
Boom, you're done. When you go to the application's Print menu, you'll see that CD/DVD printing is enabled, and when you go through the pop-up menus in the lower half of the dialog, you have all the choices you used to have, such as regular or premium-surface CDs.
On the RX625 the magic paper size may be called something other than "A4 Manual Feed," so check the sizes listed in your Page Setup menu for other manual-feed options if this doesn't work for you on the first try. (Why on earth Epson didn't name this size option something more intuitive, such as "CD/DVD Printing", rather than "A4 Manual Feed," is beyond me!)
This idea came out of something that someone else tipped me off to on this forum, something that I suspect may be causing a lot of people's Leopard printing issues: Under Leopard, the Page Setup menu is a lot more important than it used to be. Under Tiger and earlier, Page Setup was often kind of a set-it-and-forget-it thing. Under Leopard, the choices you make in the Page Setup menu influence the options that are available to you in the Print dialog