RT support the CHDK raw as soon as dcraw does, but since the deconding engine (based on dcraw) it is changed only version by version, the newest CHDK camera aren't perfectly supported (coloured dominant are possible) so in this cases it is better using DNG. I prefer using DNG4PS-2 because, about what I know, DNG are normally 16-bit standard file (I suppose DNG brought by CHDK is something like a 10-bit CHDK raw transposition with a DNG header because of time processing issues) and as I said RT work in a 16-bit CIELab color space.. Thus if I send to RT directly a 16-bit file I will avoid (possible) time consuming conversion and approssimations broght by the many Post-Processing operations (Actually RT should make the conversion from 10 to 16 bit and then applies operation, but I assume it's better simplify the process upstream to avoid surprise..)
Anyway you can test on your own the difference: making a photo with CHDK in DNG (1- so you have a CHDK DNG), then converting DNG to CRW with the CHDK proper function (2- so you have a CHDK raw file) and then sending the CRW to DNG4PS-2 (3- so you have even a "real" DNG). Lastly you can compare the three different files and notice what I describe before (obviously you may open these file with RT or any other software)