I never found this in any authentic biographies of Mahaprabhu. So it seems to be a belief alone. But your quotation comes from one Gaudiya Vaishnava site. Its good to see that these Gaudiya Vaishnavas dont brand Durga as demi-god as other do. And Mahaprabhu's starting of Durga puja at Puri does not seem impossible at all because of the following facts:
Sri Chaitanyadeva was worshipped by His devotees as Durga as described in one of His most authentic biographies named Sri Chaitanyabhagavata written by Srila Vrindabandasa. Their She has been referred to as the Adyashakti, the Yogamaya.
Sri Chaitanya has copied Sri Sri Saptashati Chandi Himself. So He respected Durga. Sri Sri Chandi is a very respected book in Bengal.In Chandi, Devi is the Supreme Godhead. So Sri Chaitanyadeva knew very well that Sri Krishna and Sri Durga are one and the same. In fact the adishsthatri devata of all Vishnu mantras is Durga. The Naradapancharatra also says the same thing which is also quoted by Srila Srijiva.
Sri Shrijiva Goswami, the nephew of Sri Rupa and Sri Sanatana Goswami and one topmost saint of the Gaudiya Vaishnava sect quotes a sloka from the Gautamiya Kalpa : Krishna is Durga and Durga is Krishna. One who sees them as two can not be get liberation from the worldliness.
Sri Nityanandadeva, the companion of Sri Chaitanyadeva, always kept on his head bound by His matted hair one Vaneswar Shivalinga and one Shree yantra and worshipped them regularly. These two are still worshipped at the Khardaha Shyamasaundara temple established by His son. His heirs all worship Durga till today.
Brajagopikas worshipped Devi Katyayani to get Sri Krishna as their husband. Katyayani is a name of Durga. This is mentioned clearly in Srimadbhagavatam--a book that the Gaudiya Vaishnavas respect the most.
In the Mahabharata, Sri Krishna orders Arjuna to pray to Durga before the beginning of the Kurukshetra war. In Arjuna's hymn, Durga is called 'Mahishasrikpriya' (Mahabharat, Bhisma parva, 23/2) ie who loves the blood of Mahisasura.So its the same Durga whom bengalis worship.Mahaprabhu must be knowing this.
Arjuna also calls Her "Swadha" in that hymn. On the otherhand, in Gita Sri Krishna says that He is "Swadha Himself.(Gita,9/16).These can not be unknown to Mahaprabhu.
Arjuna calls Her "Janani" (Universal Mother)in that hymn.In Gita, Sri Krishna says, He is the Universal Mother (Gita,9/17).So the very Mahabharat says Sri Durga is one with Sri Krishna.
Durgapuja with Lakshmi,Saraswati,Kartika and Ganesha started in Bengal. I think only someone of Mahaprabhu's stature could start that puja in the pure bengali way on the very premises of the Jagannath temple.
(Reference: 1. Gaur Katha- Dr. Mahanambrata Brahmachari, vol 3
2. Introduction of Chandichinta by Dr. Mahanambrata Brahmachari.
3.Sri Chaitanyadev by Swami Saradeshananda, Udbodhan Karyalaya.
4. Tika of Brahmasamhita 3 by Srila Srijiva Goswami)