From the acknowledgements section of that paper:

We thank [...] J. Crabtree for providing a Sybil (http://sybil.sf.net) software component used to render genome comparison illustrations

Link to software.

my pipeline is: running lastz -> circos.

Gbrowse_syn could do something similar, but you need to run the whole genome alignment first, which is usually not a trivial task. You could read the 'A Note on Whole Genome Alignments' section at the end of Gbrowse_syn webpage to give it a try. http://www.gmod.org/wiki/GBrowse_syn_Tutorial

Isnt exactly the same as that figure but ACT (https://www.sanger.ac.uk/resources/software/act/) will do something fairly similar

EasyFig can make this sort of image