I need to create a multi-step gradient along a circular path, as demonstrated in the following image:
You can get a cross-radial effect by using a non-affine transformation such as a perspective transform. I used the ideas in this article by Charles Petzold:
to create a XAML-only annular region with a cross-radial gradient. Here is the markup:
and here is the visual result:

The effect uses a data source collection with items that have two properties, an angle and a brush. It draw four quadrants (up, right, down and left) using a different brush for each quadrant. Then the whole thing is clipped to the annular region with an opacity mask.