Best bet is an official Apple Lightning to USB3 adapter + USB Hub (preferably powered). Plug both controllers into the USB hub. Though as @Slak_Jaw mentioned an MFI certified Lightning adapter is also a good bet.
Tip: iOS uses the last audio interface that was plugged in. So plug in your DJ controller 1st and then the controller you want to use as the audio interface 2nd. Your 1st DJ controller won’t show up as an audio interface but you can still use it to control djay Pro.
Also @Mister_Tuur had some specific steps in this post:
