Incremental content grouping on a custom page?

...and on members home page as well?

The following code is showing all the (active) links on a custom page:

PHP:

<?php
if ($_SESSION['_amember_links'])
{
echo "<ul>";
foreach ($_SESSION['_amember_links'] as $link_id => $link)
{
echo "<li><a href=\"".$link['link_url']."\">".$link['link_title']."</a></li>";
}
echo "</ul>";
}
?>

Output:

Code:

1.1 One 1
1.2 One 2
2.1 Two 1
2.2 Two 2
2.3 Two 3

Is it possible to modify it to show links like this:

Code:

1. Group One
  1.1 One 1
  1.2 One 2
2. Group Two
  2.1 Two 1
  2.2 Two 2
  2.3 Two 3
3. Group Three

etc... ?

$_SESSION[_amember_links] has [link_group_id] with every link, so I guess it can be done somehow.

Any ideas?
Thanks in advance.

P.S. I don't want to use [site]/plugins/protect/incremental_content/?product_id=#