I've released an updated version of my popular Dynamics 365 Configuration Data Mover utility that includes the ability to create many-to-many associations in the target system. This upgrade is fully compatible with existing job files.
To create a many-to-many job step in the GUI, select the new "many to many" step type and input a FetchXML query for the relationship entity (relationship entity name on the many-to-many relationship form) that includes the GUID fields for each entity. The relationship entities cannot be queried in the advanced find builder, so you must write the FetchXML manually or use a separate query builder.
One thing to keep in mind is that a many-to-many job step will create many-to-many record associations in the target system, but it will not delete any existing N:N associations that have been removed in the source.
Getting the Dynamics 365 Configuration Data Mover
The source code is available in my GitHub repository here.
A compiled version can be downloaded here.