I mean, a vivisection could be especially messy and fits in nicely with the twin's specific fetishes. One this I think is important for the twins however is the difference between their fantasies and the reality of the situation. Killing them together feels like a waste. The change from happily accepting their fate to realizing the horrors laid out before them as one is flayed alive; screaming and crying at her tormentors to end it while her twin helplessly looks on in horror and shock. Fear, pain, begging and pleading with her twin's killers the other could ask about the possibility to become a sex slave; to replace their current, older one. Anything to save her life and keep her from the same fate the befell her twin only to receive a fate even worse.

I think it could work. But then again, I'm more of a victim in my own fantasies so I tend to enjoy the idea of having my fantasy cruelly brushed aside by the weight of reality. Really makes me wet.