First, there is no "easy" way to do this. So how badly do you want/need this 🙂
Are you asking to round the four corners of the gallery, or round the corners or each individual item in the gallery?
Rounding the corner of the gallery itself, I think you'd have to place small images (which you may have to make yourself) at each of the four corners to hide the squared edge.
If you are looking round the corners of the individual items in the gallery itself, that would be more difficult I believe, but maybe also possible through the use of images.
Hope this helps.
