Whether or not a DLNA device supports gapless playback is up to the implementation of that particular DLNA device, not MC. MC is only acting as the server then, and can't control how the device renders what it serves (or how it "pulls" data in).
So, if you're going to run it as a DLNA device, then you need to direct your question to them, not JRiver.
For what it's worth, though, I strongly suspect that your fundamental assumption about using the device is flawed... I would not assume that using the device in this way is the "best" way. Unless their USB driver is badly broken, when using MC to drive it as a USB device, then MC should be able to fully control the device and provide the optimal quality.
Perhaps they recommend that setup for lesser serving applications that can't make full, bit-perfect use of your device's USB interface, but MC can.