hmmm making CDXL movies... i hope you have alot of spare hard disk space!
download CDXL GUI and CDXL toolkit off of aminet.
this will enable you to strip out frames and sound out of CDXL's and/or create your own CDXL's.
you need a frame sequence of IFFS in either ham6 or ham8
use something like ImageFX to pull video frames out of your Mpeg stream and convert them into a relevant format for CDXL (Ham6 Ham8 IFF), and use mpgsplit off aminet to get the audio into an AIFF file.
imageFX should come with some basic Arexx scripts to automate the process. its easy to do, you'll just have to spend a little time figuring out whats what.
once you have a load of IFF images in the right size/colour depth, and an AIFF audio file, you should then be able to use CDXL toolkit to pull it all together into a CDXL file.
sorry i can't be more specific, but i lost all my arexx scripts/apps/software in the great FFS system crash 2004 (DON'T put a V3.5FFS disk in a KS3.0 machine and try to "repair the disk" loss of data will occur.
@Leirbag28
I have most of those games. some of them are on Back2roots.org on public release. PM me if you want them stuck in the post. any idea where i can get an SX32pro?

no wait, i have the PAL version of those games, not NTSC.
the only game i have off that list in the right video format is trivial pursuit