I think that gifted twins is a 'home cluster group' that seems to work very well, as does a strong family of gifted siblings.
One set of gifted girl twins I know were actually able to help each other 'differentiate' the classroom material because of their competitive drive to challenge each other. They don't overtly compete with each other, but they helped create a frame of reference
These girls were always in different classrooms, but there school seems to have 3 or 4 projects per year that are 'famous' and every Xth graders does. I don't think that the children have to be in the same classroom to get the home cluster advantage - but they do to get the school cluster advantage.
I'll say that lots of social interaction is very superficial, and being twins may give your daughters 'an excuse' for being gifted. Once people can say "Oh, they probably study together" then there is less resentment about the giftedness. In my experience, once a child is different in some noticible way, they seem to be forgiven for being different in other ways.
Love and More Love,
Grinity
