First you activate the feature
config system ha
   set ha-mgmt-status enable
   config ha-mgmt-interfaces
      edit 1
         set interface wan2
         set gateway 192.168.147.254
      next
   end
end

Do not forget to set a default gateway. This interface is isolated and requires its own routing.

Then you assign an individual IP address to every node in the cluster

System1

config system interface
   edit wan2
      set ip 10.11.101.101/24
      set allowaccess https ping ssh snmp
   next
end

System2

config system interface
   edit wan2
      set ip 10.11.101.102/24
      set allowaccess https ping ssh snmp
   next
end

New since FortiOS 5.6

Starting with FortiOS 5.6, there is a new way to access every machine directly. This method is In-Band and does not require a reserved interface.

Assign on any interface a management IP-address. This address will not be synchronised in the cluster.

System1

config system interface
   edit mgmt1
      set ip 10.11.101.254/24
      set management-ip 10.11.101.251/24
      set allow access https ping ssh snmp
   next
end

System2

config system interface
   edit mgmt1
      set ip 10.11.101.254/24
      set management-ip 10.11.101.252/24
      set allow access https ping ssh snmp
   next
end

Every device can be accessed individually now. The regular routing table applies.