No, currently that is not possible.
Links can only be from nodes to nodes. In your case you want links from pie slices to other pie slices. The thing is that slice value can also change dynamically and so link connection points should be moved. Also it is possible to drag nodes around each other. That all makes this complicated.
We have properties that define direction of links (up, down, left, right). You could use that for initial positioning, but again - when you move nodes around, links will keep straight line.
There is also option to use "proxy" nodes or some transparent/small nodes. See this example to see some of the options:
But unfortunately I doubt it's going to help in your case.
I can add this to the feature request list though.