Pandiagonal magic squares of prime order (5, 7, 11, 13, 17, 19, …) are really simple to create. Of course you can also use the algorithms for odd order, which are not a multiple of 3, but there are also another algorithms by Frost, Fourrey and Candy.

All algorithms are described in detail in chapter Pandiagonal Magic Squares (german: Pandiagonale magische Quadrate) together with some other PDF documents.