How can I disable the volume control overlay in Mojave?

You cannot disable that. It is built into the OS. If you want to control the volume another way, then use the menubar item. If it isn't in the menubar, then enable it in the Sound preferences.

Please provide more information. What bezel? Do you mean the menubar icon or something else?

Please read Writing an effective Apple Support Communities question. We are here to help. We are all users. We are not mind-readers nor clairvoyants. We only know what you write down and tell us. Be specific and thorough. Include your hardware information and installed version of macOS.

I went looking in the directory path, and found that the named item, BezelUIServer, is no longer there and neither is its directory. A deep search of the System folder did not produce the file, so it's safe to assume it's no longer in Catalina.