I do recommend sleep training twins at the same time, even if it’s extra busy for you as parents. I think it would be incredibly difficult to maintain 2 different sleeping and feeding routines and remain consistent with training one baby while waiting on the other. I think parents are more likely to stick with the changes and be consistent when they aren’t needing to repeat the training process with its challenges. Much of the time and effort involved can be used to sleep train both babies at once, while if you sleep train at different times, it will involve a lot more time and effort.
Frequently each baby’s sleep challenges are different, and that helps with making the changes. Often their problems can be dealt with at different times of the day or night with different methods so that you aren’t trying to juggle both babies at once. If you do need to work with both at once, and need an extra pair of hands, call in your spouse, a relative, or friend to help you make the changes. Usually a few nights can pull you past the harder points of the training.