We actually almost had a similar call like that recently that i myself was not on but had another emt-b call me and ask later what I would have done.
Personally if it were me on the call, I would have had my partner initiate CPR and explain to the family the deal with the DNR. At this time I would call Medical control and found out what to do.
Per our protocols in our rural county, we have to do CPR unless it is valid, to have my rear covered this is what I would unfortunately have to do.