Thank you for your replies, guys.

I should try the proposed approaches. The only problem I still see is that the lines will look hand-drawn, and I want them to look perfect because the rounded corner lines are going to be used in technical drawings/diagrams. So I am looking for something that is rounded by the program itself with an eye on the consistency in the radii etc. I guess, if this feature is missing, this would be the first one I would propose to add in the future releases.

Does Xara have an official feature wish list?

Thanks again.