No, because those planets are orbiting each other, around a common barycentre. As such, they will always be at diametrically opposite points on their respecitve orbital paths. So while the orbital paths may cross, the planets are never in the same points of the orbit at the same time.
Planets (or rather, moons) clipping through each other was supposed to have been fixed a couple of updates ago. Now, if the Stellar Forge generates two moons with orbits that are within a planet-radius of each other, it nudges them slightly further apart. At least, it's supposed to.