The following is my analysis. (The analysis is based on analysis from ESE 471: Example Union Bound M=8 Box QAM) Please correct me if I am wrong.
Suppose each symbol has a distance of $d$ from its nearest neighbour.
4 corner points has 2 neighbours.
$$4 \times 2 Q(\frac{d} {\sqrt{2 N_0}})$$
Four inner points has 4 neighbours
$$4 \times 4 Q(\frac{d} {\sqrt{2 N_0}})$$
8 edge points has 3 neighbours
$$8 \times 3 Q(\frac{d} {\sqrt{2 N_0}})$$
So the final union bounds of $P_e$ will be the sum of these.
$$P_e \leq \frac{1} {16} (4 \times 2 Q(\frac{d} {\sqrt{2 N_0}}) + 4 \times 4 Q(\frac{d} {\sqrt{2 N_0}}) + 8 \times 3 Q(\frac{d} {\sqrt{2 N_0}})) = \frac{7} {2} Q(\frac{d} {\sqrt{2 N_0}})$$


