Dieng and Under netted early in the first half to put OM, who were never in any trouble, on 59 points from 31 games.
They trail leaders Paris Saint-Germain by 12 points a week before playing the capital side at the Parc des Princes.
Montpellier, who had goalkeeper Jonas Omlin sent off in the last minute, are 11th on 41 points with little to play for in the remaining seven matches.
It was a one-sided affair at the Stade Velodrome, where Dieng put the hosts in front after nine minutes by tapping the ball in from Amine Harit's cross.
Dieng was then brought down in the area by Jordan Ferri and Under converted the penalty to double the tally in the 19th.
Montpellier never seemed in a position to get back into the contest and the game descended into a lull until Omlin picked up a straight red card for bringing down substitute Luis Henrique.
Stade Rennais are in third place on 56, three points behind Marseille, following a 3-2 victory at Stade de Reims on Saturday, while Strasbourg are fourth a further four points behind after a 1-1 home draw with Lyon.