Made after some requests and comments to Grey Wardens of Ferelden (GWoF). Indeed, the script for the joining sequence did not work, so the expected set of armor according to the player class (rogue, mage, or warrior) was not given at all.

The script is now correct, and at the end of the sequence you receive the right set of armor according to your character class.

gioveb tested the version with GWoF and Goblet De-Gobbler mods with a rogue character (OK, see pictures).
Crypto217 has tested the pure GWoF version with a mage character (OK, see pictures).

It should work also for the warrior character. You can confirm it in the posts section. And please, upload a screenshot for the warrior in the image section if you like.

Installation:
Simply replace the scripts in the original mod with these ones.
There is a version for the pure Grey Wardens of Ferelden mod, and one if you also have Goblet De-Gobbler installed (it fixes some bugs in the cutscenes, most notably the chalice positions/floating).  Both mods modify the same script file.
Be sure to replace the original scripts or to load the script here after the original ones.

Recommendations:
Check out my mod Various Integrations (Immersion Addons) with a collection of scripts for better immersion of custom items from other notable mods.
If you think that the original Grey Wardens of Ferelden sets are too OP for that point in the game, you can use TSM Grey Wardens of Ferelden Rebalanced.
In the pictures, Duncan is wearing Duncan's armor Legacy inspired retexture, which blends magnifically with Grey Wardens of Ferelden. Please follow the instructions there for correct installation.

Credits:
NeoKingArthur for the must have Grey Wardens of Ferelden.
Ashhawk for Goblet De-Gobbler - a Joining chalice fix and more.
theskymoves helping to maintain Grey Wardens of Ferelden and fixing many things related to DA:O and DA:A.
KaizokuGal for Duncan's armor Legacy inspired retexture.