Yes, the conductors between the service disconnect and the panel are feeder conductors and they require an EGC to be run with the feeder. On the line side of the SD no EGC used as it would create a parallel path for the neutral current.
The fact that the conduit is fastened to the panel as well as the equipment grounding bar will suffice but if you desired additional bonding such as a bond bushing it is certainly allowed. The primary thing to remember is that there can be no grounded (neutral) to grounding connections after the service (1st) disconnect as noted in 250.24(A)(5) (and exceptions)