Ie the pin numering described here:
Assuming an existign project and KiCAD that is now upgraded to 4.0.2. How do I go about correcting the incorrect diodes?
The issue is that the schematic library and pcb footprint library changes must be synchronised. Actual pin number is of more interest to the pick and place operator. The annoying bit, is that reloading footprints resets silkscreen locations, usually underneath another component
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OK. What I ended up doing was:
Install a fresh copy of 4.0.2
Created a separate directory for my own libraries and modules
Opened up the schematic
Replaced each and every diode
saved and created netlist
Opened up the board and imported netlist
Rotated all diodes 
I was planning to send a board out tomorrow. Now Iām going to spend a few hours double checking all the diodes 
I too was confused a while back as each and every manufacturer does itās own thing, so I simply named the cathode pin āCā and the anode pin āAā.
Same for the footprints that are diode related.
Donāt think there will be pitfalls with this method 
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I have different approach Joan. For example: SOT-23 footprint in his standard pinning have following pins:1-2-3 (clockwise). There are very different component in this housing on the market. Diodes, Duo-Diodes, Bipolar transistors, MOSFETs, LDO, etc. Using this standard numbering scheme we have a lot of components(symbols) and only one footprint. We donāt need to guess if it will be suitable in particular situation.
If we would like to make a separate footprints for each type of these components, we need at least tens of footprints! SOT-23-BEC, SOT-23-GSD, SOT-23-AK, SOT-23-AKA, SOT-23-IN-GND-OUT, etc. And huge chaos in libraries for this.
About the diodes. I think this was the worst decision that has been taken among library maintainers. 
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I donāt use diodes in SOT housings (yet).
If I do, Iād either have to use the numbering for the symbol that fits the footprint numbering for that case or adopt a housing just for that diode or a couple of them - which isnāt very hard. My diode footprints have a diode symbol on silkscreen and a wide bar on Fab layer - all of them.
I run my personal libraries as atomic parts for 2-3 months now and I rather make a custom footprint than to stick with some rule for pin numbering that can be heavily error prone - even if it goes against some IPC advice.
I already have to make custom footprints for all kinds of sub/board-mount-modules and stuffā¦ that handful of diodes I use in my standard assortment which might have special needs is chump change in comparison and the safety I gain by using A/C instead of 1/2 makes it more than worth it.
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I always name my diode pin numbers:
A and K
This way you never run into this problem
Dont use 1 and 2
My advice.
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OK: FWIW, I created my own symbols for BAT745x as there were none, so those are OK. FWIW, I am glad I upgraded. The new symbol management in KiCAD is vastly improved.
I avoid using the SOT-23 diodes as I usually end up wanting pins 1&3 or 2&3. Unless I create a schematic symbol showing the 3rd pin, this is a headache
It was a bit late for me to discover the new convention, since I have long been using BZR3256 stable release with the former footprint storage.
By end of 2015 I migrated to 4.0.x
Indeed some problems while migrating existing projects arose, but also on a new project, because I had created a set of circuit symbols that are modified with respect to the original symbols (in a library ādiscreteā hat I gave higher priority than ādevicesā). The problem in updates to old projects occurs when footprints from .pretty are used.
Momentarily, Iām working on a sort of migration guide. It is not quite straightforward in cases where I use legacy symbols as well as a couple of own, modified footprints from legacy status, too. It is quite time consuming to transfer all this into current symbol and footprint libsā¦