If a given font family provides only uppercase letters and no lowercase letters, it's generally going to be tricky to find a substitute font whose lowercase letters provide a stylistic match to the uppercase letters of the initial font.
You may want to give the Zapf Chancery script font a try. You'll notice immediately that its letters are both less slanted and less ornate than the uppercase letters of the mathrsfs script font. Of course, this may be to your liking. (Speaking strictly for myself, I find that the script-G provided by mathrsfs looks out of place next to the \delta character from the Computer Modern family.)
For sure, if you decide to use \mathpzc{g} in your document, you should also use the same font family for the uppercase-G, i.e., write \mathpzc{G}. Don't use \mathscr{G} next to \mathpzc{g} unless you want to set up a massive visual clash..

\documentclass{article}
\usepackage{mathrsfs}
\DeclareMathAlphabet{\mathpzc}{OT1}{pzc}{m}{it} % load "Zapf Chancery" as a math alphabet
\begin{document}
$\mathpzc{g}$ $\mathpzc{G}$ \quad $\delta\mathpzc{g}_i$ $\delta\mathpzc{G}_i$
\medskip
for comparison: $\delta\mathscr{G}_i$
\end{document}