I assume you are already using ApplePiBaker v2.2? (Released early November specifically for Catalina problems.)
If v2.2 still does not let you write to an SD card, have you tried running AppleBakerPi as superuser? Some Balena Etcher users found that Etcher only works in Catalina when they run it as superuser (similar to "run as administrator" in Windows).
I.e., launch Terminal.app (in /Applications/Utilities/) and, assuming ApplePiBaker.app is in your /Application folder, type this (or cut and paste the following line) to Terminal.app's prompt, followed by a carriage return:
sudo /Applications/ApplePiBaker.app/Contents/MacOS/ApplePiBaker
Terminal will ask for the root password, which is your password if you are the owner of your Mac.
"sudo" in Unix basically says "execute the following as superuser" and ApplePiBaker.app/Contents/MacOS/ApplePiBaker is the executable binary (the actual program code) that is contained in the ApplePiBaker.app application bundle. All applications on MacOS X are special folders called an "application bundle."
After giving your password, the above should launch the ApplePi-Baker application and display the usual ApplePi-Baker main window.
Please be very sure that the ApplePiBaker application really was downloaded from tweaking4All.com since running as superuser gives the application all sorts of permissions that can expose your computer to any nefarious stuff in the program.
Chen