Yes $FGI \preceq_P DGI$ also holds. Assume you have a black box $B$ that solves $DGI$ in polynomial time. You can easily solve $FGI$ in deterministic polynomial time with polynomial many calls to $B$.
First let $K_n$ be a clique on $n$ vertices. Let us define the function addClique(G, v, n)
that adds to a graph $G$ a copy of $K_n$, and makes one of its vertices adjacent to $v$ in $G$. It returns a set $S$ of the vertices of the clique. We define remove(G, S)
that removes a set of $n$ vertices $S$ from a graph $G$. Clearly such functions can be implemented in polynomial time in the size of $G$ and $n$.
Given two graphs $G_1, G_2$. Fix an ordering $v_1, \dots v_n$ of the vertices of $G_1$, and $w_1, \dots w_n$ for $G_2$. The algorithm goes as follows:
iso[n] = [0,.., 0]
If not B(G1, G2):
Return false
For each vertex vi, i in [n]:
addClique(G1, vi, n+i)
For each vertex uj, j in [n]:
if iso[j] != 0:
continue
iso[j] = i
S = addClique(G2, uj, n+i)
if B(G1, G2):
break
iso[j] = 0
remove(G2, S)
We claim that if an isomorphism exists, then this algorithm finds one, where $u_j$ is assigned to $v_{iso[j]}$. The correctness follows from the fact, that each copy of $K_n$ in $G_2$ can only be assigned to a unique well-defined copy of $K_n$ in $G_1$. The polynomial bound follows from the fact that we add at most $n$ cliques of size at most $2n$ to each of the graphs.
Try to prove these claims as a homework!