I really like Gwendolyn! I actually really like Gwendolyn Grace. I know Grace is a fairly common first nd middle, but I think Gwendolyn's romantic-ness balances that out. This list isn't very long because I find that most G names when paired with Gwendolyn are just too much.
Gwendolyn Grey* my favorite
The nickname Gigi doesn't need a middle initial starting with 'g' to get the nickname. Having the first letter of the first name will suffice.
Grey too, thanks for the suggestion! I think I'm looking for something a little more feminine.
Gwendolyn Grey is really nice.
Gwendolyn Galina (too sing-songy?)
I agree that you don't need double Gs to get to Gigi, but Gigi isn't very intuitive a nn for Gwendolyn so I think it's the best bet for you. I really think Gwendolyn Gardenia is adorable.