In other words, you can play the actual diminished SCALE... for example an A diminished could be A, B, C, D, D#, F, F#, G# or A, A#, C, D, D#, F, F#, G. Depending on the chord behind it.
BUT, what seems to be more commonly used is a simple pattern of minor thirds. A, C, D#, F#. Fingerings for these can be difficult.