Reverse protection diodes may be necessary, if the output is loaded between +15 and -15 node and the PSUs are not starting simultaneously. Most switching regulators will short applied reverse voltage by their output rectifier, D1 and D2 would be redundant. But if you are not sure about the specific PSU, 1N5822 will well serve the purpose.
Necessity of reverse protection diodes is more often observed with linear regulators. Some types are held in shutdown if started with an injected reverse current. I had the problem with standard 7812 regulator.