Please only submit your site if it contains real content related to CGI programming. If your site only contains a bunch of links to sites related to CGI, this is only more confusing for visitors to find the information they searched for.
In my opinion deep linking is allowed: If your site is already listed in some category in the Open Directory and you also have a few tutorial pages, you can submit these pages to this category for listing.
This category lists sites with tutorials related to web programming which uses the Common Gateway Interface (CGI). The tutorials can cover every language, for example CGI programming with Perl, Java, C/C++ etc.