Yes, you should keep DGR. First, Chi Omega is abbreviated XO, not CX. But, even that isn't right because X does mean Chi, but O is not Omega. There's just not an easy way to type a horseshoe! But, AGD is a perfect example, because technically, their letters look like A-r-triangle, because a gamma looks like a little r. But, when people abbreviate names like that, they usually mean the english letters that their names start with (although XO is a mix). I think you are fine to call it DGR and it would be silly to call it DGP because most people would think, "Delta Gamma Pi?" Also, if you change the rho to a P, you should change the G to an r to make it Drp and that just looks ridiculous.
Sorry, that's probably more of a response than you wanted, but I just had to put my 2 cents in!