I own Pure Music 2.
Whilst using the Bookmark feature is a quick and easy way of allowing playback of FLAC files in iTunes, it does come with drawbacks. The reason is that the files are not really inside iTunes so there is nothing to burn. And as soon as you move the files, it looses the bookmark and you have to repeat the process from the new location.
I much prefer to convert the FLAC files to Apple lossless and then add them to the iTunes library. Pure Music plays them in 24/96 or 24/192 (bitdepth/frequency) with full fidelity, bypassing Apples playback which forces 16bit/44khz.
Once you do this you can burn the playlist to Disc as normal.
By the way, XLD is twice as fast at converting than the converter in Pure MUsic. And it runs in the background while you listen to music. I have not found any sonic differences and I have not read anything on-line that describes a difference in trans coding from Flac to Apple Lossless. I can tell you that I have ripped my entire CD collection and I have accumulated a large replacement collection of 24 bit versions from HDTracks, etc. The 24 bit versions sound much better at least to my ears.
So, if you have a favourite album and are wondering if it is worth buying from an HD download site, I can tel you definitely yes.