A bit hacked, but it works.
<Grid>
<Border BorderThickness="1,0,0,0" BorderBrush="Blue"/>
<Border BorderThickness="0,2,0,0" BorderBrush="Red"/>
<Border BorderThickness="0,0,3,0" BorderBrush="Green"/>
<Border BorderThickness="0,0,0,4" BorderBrush="Orange"/>
</Grid>
It might be better to create your own Decorator.
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