You can certainly use such devices. They are usually a poor choice for anything that has lower power usage requirements as they have high leakage current.
You also have to be careful of the clamping voltage, ESD of ~200V can damage a micro-controller, the device you linked is specced at 500V max. Make sure whatever your trying to protect is actually be protected to the extent it needs.
For digital lines also pay attention to the capacitance of these device/package, they can screw up your signal integrity.
What I usually do if the input is likely to get hit with ESD, like an input that is often connected in the field is use a 2 pronged approach.
First Use a ESD device, or diodes closer to the circuit to protect, which type I would use depends on the signal/circuit in question. This is to protect against lower spikes, say 8kV. More and more you see this type of protection inside devices, especially boundary devices like RS232 drives and line drivers.
Second, when you build the PCB use spark gaps, which is really nothing more than putting 2 pads on the surface of the PCB, 1 being the signal, the other being a good ground and spacing them very close to each other, like 6 thou apart. This will protect against higher voltage hits, like 25kV. Pretty simple concept, the high voltage jumps the gap and goes straight to ground. Just be careful how you place these, as close to the connector as possible with the best possible ground connection.
Also pay attention to the manufacturing process your using, you don't want solder to accidental bridge the gap.
Gaps can be tough to do on digital traces and avoid changing the impedance, usually requires tweaking the signal termination after the prototype run.
There is some argument over the proper shape of the pad, some use half moons, some use pointed triangles with the tips near each other and some use square pads. I've always used square pads, the more area that is close to the other pad the more repeated strikes the gap will survive. The trade off is that the square pads will take the most effort to ensure there is no solder bridging. Best answer is to get your CM to not apply solder to these pads at all, but that can require special effort on their part.
ESD is difficult to deal with, and solutions are more black magic than science. That being said, what you want is for the impedance to ground to be smaller than the impedance to the chip you're protecting. There are several ways to do this, and the most practical solution will probably involve several of these things at once.
Placement and routing of traces is a good start. As you noted, MCU <-> Diodes <-> DB25 is probably the best, although MCU <-> DB25 <-> Diodes can work. To make it work, the traces to the diodes should be thick and short. The traces to the MCU should be long-ish and thin. But, IMHO, just doing this is not enough for a commercial product.
Put some sort of of resistor or ferrite bead between the DB25/Diodes and the MCU. I prefer resistors for this because their impedance is more predictable at high frequencies, but a bead could work too. A resistor of around 10 to 50 ohms is good, depending on the nature of the signals you're running. This resistor/bead will increase the impedance to the MCU, guiding the ESD to ground through a different way.
Put a capacitor in parallel with the diodes. A value of 3 nF is ideal for ESD protection. But depending on your signal you might have to use a smaller or larger one., or none at all. The largest you can get away with will also reduce your EMI problems. The basic function of the cap is to quickly absorb the ESD shock and re-emit it more slowly and with a smaller voltage. If the cap is large enough then the diode is not required. This cap also forms an RC filter with #2 above and prevents EMI from going in or out of the box.
Connect the shield of the DB25 to chassis ground, and make sure your chassis make a good shield.
Recently I had an issue with a USB device that would crash whenever an ESD zap happened within 8 feet of the box. In the end I had to connect the USB shell to Chassis, add 33 ohm resistors to the USB data lines, add caps, and diodes. Until I did all that I still experienced failures. If I left off one of those, any one, it would fail. Now it runs solid, even with 1 inch long sparks right to the chassis.
Best Answer
Ok, here are a few basics on ESD diode parameters:
As for "I just want it to work as designed." What I see is that their original diode provides 8kV ESD protection... and a dynamic resistance that I can't figure out (not published). So take a guess on that parameter "as designed". Besides that, I've already told you in the comments above and I'll repeat here is that its very low capacitance value appears silly for GPIO ports. That board uses much faster diodes on GPIO than on the HDMI port. The "USB-ICTRL/GPIO1" pin does appear shared with USB so perhaps select ESD diodes intended for whatever USB standard that chip supports.