I'm writing this to maybe help some pour soul in the future.
I rendered about 100 DVD compliant mpg2's out of Vegas for use in Encore projects,
Upon beginning to assemble to different projects in Encore approx 8 out of 10 would not burn or create an image. All ending with the dreaded "End of File " error.
It appears to me (I may have this wrong) that the audio is always a different length to the video on the Encore timeline, even though they were exactly the same in Vegas.
So, the fix,
1. Let Encore re-encode, not good at all.
or,
2. Do this,
Select your already DVD compliant file in the Encore Project,
Right click, Transcode settings, Change from Do not transcode, to , Transcode (any quality, it doesn't matter, you'll see why).
Right click, Transcode now, wait.
Right click, revert to original,
Right click, Locate transcoded file, browse to your original mpg2,
Now here's the winner, Encore now asks where the transcoded audio is, you then select the audio that Encore transcoded a moment ago ( should be the by default opened folder, an ac3 file).
Now your project should complete with no errors.

All this can be avoided by rendering out separate streams from Vegas, but, if you already have rendered out a 100 or so clips without checking ( I can't believe I still make newb mistakes like this :(
This may save your backside.

Umm....

Since you're putting 100 or so Mpegs into the project, can i assume you're creating 100+ chapter points in the same project?
If the answer is yes, then there's your problem. DVD specs only allow for 99 chapter points.

No Peter, 100s of files from one event, hence bulk editing. But all different DVDs. One to eight files or so on each DVD.

Even 99 chapter points would be a wicked menu structure though :)

"End of file" error happens when you have audio and video streams of different length in the same file. Looks like there is some glitch between Vegas and Encore in terms of how they interpret the streams exported from Vegas.

Anyway, you don't have to transcode. It's enough to change the encode settings, and then immediately choose "locate transcoded file".