In order to set up multiple blogroll pages or simply modify default blogroll settings you just need to create a new static page with "Blogroll" page template.
Once you'll select this page template from list, blogroll options will appear on your screen, there you can change layout. Available options(for v1.0):
- columns grid
- chess-styled layout
When page is ready, go to Settings > Reading and set your new page as "Blog posts page". All done 🙂