This article is from the CD-Recordable FAQ, by Andy McFadden (firstname.lastname@example.org) with numerous contributions by others.
CD-Rs and CD-RWs don't have "pits" in the same sense as pressed CDs.
If the material were burned away, you'd get a distinct odor from your CD
recorder as the combustion by-products escaped. If the burned material were
trapped in the CD, it would probably rupture the lacquer coat (converting
solid matter to gaseous form rapidly is commonly known as "exploding").
It's not accurate to describe a recorded CD as having "deep" or "shallow"
pits, because it doesn't have pits at all. The organic dye or phase-change
film changes state in a way that affects how light is reflected. The result
in a CD player is the same, though the peak reflectivity may be different.
You will get different results from different read heads though, e.g. DVD
players have trouble reading CD-Rs, but rarely have problems with CD-RWs
and pressed CDs.
Incidentally, it's not desirable to have "deeper" pits in a pressed CD.
The depth of the pit is chosen to cause a 1/2 phase difference in the
reflected light. If the pit were shallower or deeper, the effect would
See section (2-43-1) for more information about the physics of reading a CD.