This can even be done on the command line using iproute2 utilities: https://www.kernel.org/doc/Documentation/networking/vxlan.tx...
Though you should probably use netlink to do it programatically. Personally I like to combine netlink + Zookeeper or similar to trigger edge updates via watches.
I remember seeing a patch floating around that added support for multiple default destinations in VXLAN unicast but I think some objections were raised and it's not made it through. At least it's not there in 4.1-rc7. That would be quite nice to have.
http://www.spinics.net/lists/netdev/msg238046.html#.VNs3rIdZ...
Right now I am using netlink to manage FDB entries, last time I tried iproute2 utility worked too...
The only tricky thing about doing it with netlink is that the FDB uses the same API as the ARP table. Specifically RRTM_NEWNEIGH/RTM_DELNEIGH/RTM_GETNEIGH, apart from that it's pretty simple though.