Is the word dj the same in Brazilian and European Portuguese?

Yes

The only difference between the use of "dj" in Brazilian Portuguese and Continental Portuguese is the pronunciation. In Brazil, the "d" is typically palatalized, meaning the letters are pronounced similarly to dji-dji. In Portugal, the "d" maintains a more dental/alveolar sound, resulting in a pronunciation closer to de-ji. The spelling, meaning, and grammatical usage are identical in both varieties.

Brazilian Portuguese Examples

1. O DJ tocou uma música muito legal. (The DJ played a very cool song.)
2. Eu vou contratar um DJ para o meu aniversário. (I am going to hire a DJ for my birthday.)
3. A galera amou o set do DJ. (The crowd loved the DJ's set.)
4. Aquele DJ toca muita música eletrônica. (That DJ plays a lot of electronic music.)
5. Você conhece algum DJ de música eletrônica? (Do you know any electronic music DJ?)

Continental Portuguese Examples

1. O DJ tocou uma música muito boa. (The DJ played a very good song.)
2. Vou contratar um DJ para o meu aniversário. (I am going to hire a DJ for my birthday.)
3. O pessoal adorou o set do DJ. (The crowd loved the DJ's set.)
4. Aquele DJ toca muita música eletrónica. (That DJ plays a lot of electronic music.)
5. Conheces algum DJ de música eletrónica? (Do you know any electronic music DJ?)