I don't think the control explicitly calls Dispose. You could dispose the GDI obejcts from a Finalize override, which will be called by the GC when there are no more references to the item. Alternatively, create the objects in an OnAdd override and release them in OnRemove, those methods should be called by undo/redo.

However you should keep GDI objects short-lived, and better create them only in the Draw override; otherwise you might run out of GDI resources when the user draws a lot of items. Instead, use the Brush and Pen classes from the MindFusion.Drawing namespace as members of your class, and only create their corresponding GDI object when drawing.