Code

private void diagram_LinkCreated(object sender, LinkEventArgs e)
{
	DiagramLinkCollection commonLinks = GetCommonLinks(e.Link.Origin, e.Link.Destination);

	PointF pt1 = e.Link.ControlPoints[0];
	PointF pt2 = e.Link.ControlPoints[e.Link.ControlPoints.Count - 1];

	if (commonLinks.Count > 1)
	{
		for (int c = 0; c < commonLinks.Count; ++c)
		{
			DiagramLink link = commonLinks[c];
			link.Style = LinkStyle.Bezier;
			link.SegmentCount = 1;

			PointF cp1 = new PointF(pt1.X + 1 * (pt2.X - pt1.X) / 3, pt1.Y + 1 * (pt2.Y - pt1.Y) / 3);
			PointF cp2 = new PointF(pt1.X + 2 * (pt2.X - pt1.X) / 3, pt1.Y + 2 * (pt2.Y - pt1.Y) / 3);

			float angle = 0, radius = 0;
			CartesianToPolar(pt1, pt2, ref angle, ref radius);

			int pairOffset = (c / 2 + 1) * 5;
			if (commonLinks.Count % 2 == 0)
			{
				PolarToCartesian(cp1, c % 2 == 0 ? angle - 90 : angle + 90, pairOffset, ref cp1);
				PolarToCartesian(cp2, c % 2 == 0 ? angle - 90 : angle + 90, pairOffset, ref cp2);

				if (link.ControlPoints[0] == pt1)
				{
					link.ControlPoints[1] = cp1;
					link.ControlPoints[2] = cp2;
				}
				else
				{
					link.ControlPoints[1] = cp2;
					link.ControlPoints[2] = cp1;
				}

				link.UpdateFromPoints();
			}
		}
	}
}

DiagramLinkCollection GetCommonLinks(DiagramNode node1, DiagramNode node2)
{
	DiagramLinkCollection commonLinks = new DiagramLinkCollection();

	foreach (DiagramLink link in node1.OutgoingLinks)
		if (link.Destination == node2)
			commonLinks.Add(link);

	foreach (DiagramLink link in node1.IncomingLinks)
		if (link.Origin == node2)
			commonLinks.Add(link);

	return commonLinks;
}

void PolarToCartesian(PointF coordCenter, float a, float r, ref PointF cartesian)
{
	if (r == 0)
	{
		cartesian = coordCenter;
		return;
	}

	cartesian.X = (float)(coordCenter.X + Math.Cos(a * Math.PI / 180) * r);
	cartesian.Y = (float)(coordCenter.Y - Math.Sin(a * Math.PI / 180) * r);
}

void CartesianToPolar(PointF coordCenter, PointF cartesian, ref float a, ref float r)
{
	if (coordCenter == cartesian)
	{
		a = 0;
		r = 0;
		return;
	}

	float dx = cartesian.X - coordCenter.X;
	float dy = cartesian.Y - coordCenter.Y;
	r = (float)(Math.Sqrt(Math.Pow(dx, 2) + Math.Pow(dy, 2)));

	a = (float)(Math.Atan(-dy / dx) * 180 / Math.PI);
	if (dx < 0) a += 180;
}