Wow, sounds like you have your hands full. OK, you say you are following several things from the BW philosophy. Which book do you have. If you don't have The Baby Whisperer Solves All Your Problems I would seriously recommend it, as she addresses teaching independent sleep in it. She also goes in depth as to what you need to do for pick up/put down (PU/PD) which it sounds like you need to do in order to teach independent sleep. Your little guys need to learn how to fall asleep independently. What happens is when they're used to being rocked to sleep, they wake up in the middle of the night and don't know how to get back to sleep - so you have to rock them back to sleep again and it continues....
I would imagine that you're going to have some rough nights once you start because your LOs have been falling asleep one way for the past 11 months and you're now going to change it on them, but it doesn't seem like you're getting a whole lot of sleep as it is. Then as long as you're consistent, things should start getting better. From what other people have told me and from what I've read, the most important time to work on independent sleep is bedtime, as that sets the tone for the night.
Not sure about your question as far as room sharing as I only have one - I would post your question on the multiples forum as we have several people on this board with twins who post there. I know that Judy used PU/PD with her twins with good success a few times over the past few months, so she'd be a good person to ask about some of your twin issues.
Good luck, hope this helps!