This should be handled on the data layer - i.e. you should supply one record per event occurrence in the data source.
However, for
4.2 release I plan to include a helper data control that will take your recurrence data from the original source and expand it into the occurrences so it can be shown in DayPilot.
It will work like this (schema):
RecurrenceHelper.DataSource = originalDataSource;
RecurrenceHelper.Expand += new ExpandRulesEventHandler(YourOwnExpandRulesEventHandler);
DayPilotCalendar.DataSource = RecurrenceHelper;