I haven't tried using the DJI Go app for any processing other than 180 and 360 panorama stitching. I agree with the advice from above to shoot RAW and to bracket your shots, then use whatever post processing software you have to do HDR. For me, bracketing 5 shots works pretty well and I do everything in Adobe Lightroom. But if you want to work with JPG files only you can try that, but I think if you're going to all the trouble to fly and capture an image, at least at first setup to where you save the files as RAW + JPG. That way you'll have both files to work with and you can pick whether or not you want to work with JPG files (smaller size, less detail) or the RAW files (bigger file size, all the camera data and more flexibility to edit). After you're happy with whatever process works best for you, then you can decide to change or continue with RAW + JPG.
One other thing I like about bracketing is the increase in dynamic range you get - I love HDR but I'm one of those people who've badly overdone it on single images before. So if you ever have a chance to shoot multiple images, either manually or with a camera/app that allows bracketing, I'm all for it unless the shooting conditions don't allow. But that's just me and my preference. Most important is to keep shooting.