First, no, Gygax wasn't the one who said rakshasa's had backwards hands. There's no mention of backwards hands in the 1e Monster Manual entry for the rakshasa. And a bit of experimentation with your own hands will reveal that Trampier's amazing art doesn't have backwards hands either.
So where did that come from? The first reference I've been able to find to the rakshasa having backwards hands is from DRAGON magazine #84, from April 1984 (the not-foolin' issue that included the last Phil & Dixie comic until years later). Opening an article about rakshasa is a full-page illustration by Jim Holloway:
This illustration is accompanied by the following text:
The rakshasa pictured above... resembles the creature described in Funk and Wagnalls Standard Dictionary of Folklore, Mythology, and Legend. This version of the rakshasa has a big belly, fingers that curve away from the palms of its hands, and claws that are said to be poisonous.
Funk and Wagnalls appears to have been a exactly what it says on the tin, and I can totally see such a book floating around the old offices of TSR. Near as I can tell, this is the origin of the backwards fingers of the rakshasa in D&D. The 2e Monstrous Compendium solidified the backwards hands thing and the feline thing (rather than the orangutan-looking thing created by Holloway). I suspect that's due in large part to just how cool the Trampier art from the original Monster Manual was.