The next release of GraphicsMagick does not close the input file handle after the image is read. You can try the latest development snapshot.
You could consider using mmap() (memory mapped file) to access the data and treat it as an in-memory BLOB using Magick++. The main issue with this is you might not know how long the data was in case you need to access data following the embedded JPEG image data.
It is trivial to add FILE* support to Magick++. The only reason I did not do so was for philosophical reasons (C++ vs C).