o acquire a medical license in India, one needs to contact the Medical Council of India. Their website should provide you with the information you require as well as appropriate forms.
I am also including a link for the Maharashtra Medical Council for your convenience. Hope these links will save you time and help.
You mention that the Danish Government does not allow dual citizenship, perhaps you are not aware, India also does not allow dual citizenship, however many people confuse Overseas Citizen of India (OCI) as being a form of dual citizenship which is not true. OCI in simple terms, is just a lifelong visa for India.
As you already have a PIO card I doubt if you should have any problems. You say you have a job offer in India, your prospective employers should also be able to offer you assistance with your medical license.