Thanks to Jeff, here is a nice little CSS snippet for turning the Divi Theme's slider module control from solid shapes into a "hollow" shape (with the active control being filled in as a solid shape).

To use it, you just need to add CSS to Divi, like so:

.et_pb_slider .et-pb-controllers a {
    background-color: transparent;
    border: 1px solid #fff;
}

This will be available in Divi Booster from version 2.0.1 onwards.