"On the day of"
It is a peculiar question, in my opinion! ddydd just sitting there on its own has no real meaning, and nor does 'on the day of', which could be translated in several ways depending on the context.
Dydd Gwener - Friday. No reason to mutate it, and mutating it would be wrong without a reason.
Es i yno ddydd Gwener - I went there on Friday. The phrase dydd Gwener comes after the verb, it describes when I went and so it is mutated because it is an adverb in that context.
Roeddwn i'n mynd yno bob dydd Gwener - I used to go there every Friday. The phrase bob dydd Gwener follows the verb, it is an adverb describing when I used to go, and so the first word in the phrase pob dydd Gwener gets mutated to bob.