I see that the TGV schedule to Le Creusot TGV station is attractive, departing Paris Lyon station at 11:53, 13:53, 17:53, and 19:58. You're traveling on a Sunday. Have you found rental car pick-up available there?
TGVs generally encourage advance booking, but I would not book ahead for these, in case a delay makes you miss a train, and since the discounts currently for sale in 2nd class are only 9-18 euros per person.
Another option is the TER train that runs direct from Paris Bercy station (near Paris Lyon station) to Beaune at 15:27 or 17:22. These trains don't require seat assignments and don't offer advance-purchase discounts. And you wouldn't have to pick up a car until a day or two later.
TGVs departing from CDG TGV station in Terminal 2 don't stop in this region; they run nonstop to the city of Lyon.