You can use ANY stereo cable, even a stereo to dual mono Y cable. The main thing is that on the other end, you have to run it into 2 different amps (or 2 different channels of a multi-channel amp).

The whole point of this is so that you can process each pickup independently, either with effects or merely different EQ/overdrive settings...

Let's just qualify that to say "any SHIELDED cable" as unshielded speaker cables of this configuration are commonly available, which will greatly disappoint.

Good point. I hadn't thought about unshielded speaker cables...