Code

// in InitializeLink or LinkCreated handler
link.HandlesStyle = HandlesStyle.Custom;

// handler of Diagram.DrawAdjustmentHandles event
void OnDrawAdjustmentHandles(object sender, DrawItemEventArgs e)
{
    var link = e.Item as DiagramLink;
    if (link != null)
    {
        // draw standard handles
        link.HandlesStyle = HandlesStyle.SquareHandles;
        link.DrawHandles(e.Graphics, diagram.ActiveItemHandlesStyle);
        link.HandlesStyle = HandlesStyle.Custom;

        // paint over end points
        var hsize = diagram.AdjustmentHandlesSize;
        var rsize = new Size(hsize, hsize);

        var firstPoint = new Rect(link.TransformDiagramToItem(link.StartPoint), rsize);
        firstPoint.Offset(-hsize / 2, -hsize / 2);
        e.Graphics.DrawRectangle(
            link.Origin != null ? Brushes.Green : Brushes.Red,
            diagram.ActiveItemHandlesStyle.HandlePen,
            firstPoint);

        var lastPoint = new Rect(link.TransformDiagramToItem(link.EndPoint), rsize);
        lastPoint.Offset(-hsize / 2, -hsize / 2);
        e.Graphics.DrawRectangle(
            link.Destination != null ? Brushes.Green : Brushes.Red,
            diagram.ActiveItemHandlesStyle.HandlePen,
            lastPoint);
    }
}