Same here Kelly! I totally go with the flow now. Some days one DT is desperate to wear shorts if the other DT has them on. If one is wearing sandals, the other doesn't want to wear shoes etc. (And I have the advantage of mine at least being b/g!)
I think what people need to remember is that this is not always a twin thing, this is two children wanting to feel that they are not missing out on anything
I do have to make a big effort to keep each child feeling that they have had their turn (at everything) but that is not a twin thing either, thats a sibling thing. Every child who grows up with brothers or sisters experiences that.
I think in the beginning all the books and advice from people made me think I had to do my utmost to keep them individual, separate them sometimes, give them stories at bedtime on their own, the list goes on. I got quite sick of it really. I was especially pissed off when nursery made a point of sitting them away from each other at lunch or getting them to play at opposite ends of the room.
For me, I think my DTs are simply two children who have spent their lives together, doing much the same stuff at much the same time, brought up in the roughly the same way. I told nursery to stop making a point of separating them. If they wish to be together, let them. They are developing beautifully apart and sometimes they need each other.
I don't think you need to do anything major to let them feel individual (apart from the obvious sharing of sensitive things like presents and cards). We have two birthday cakes and sing each DT the song 16 minutes apart I ask each one if he/she would like milk or water with dinner. I sometimes bath them together, sometimes apart. I ask if they'd like a bed story together or their own one. Simple stuff, nothing major.
I think it is important for every child in a family (twins or not) to have solo time with a parent doing something both enjoy. The activity/time will become clearer as your children grow (baking, swimming, painting, lunch out together, reading, trip on a bus, the list is huge). Having had a DD before my DTs arrived I really, really missed not being able to go somewhere and just pick up my baby and go. I loved not using a buggy and just carrying my bundle with me. With DTs this is just not possible. So sometimes, when mine were very little, it was a lovely thing for me to go shopping with one. Then I could carry and chat to just that one.
Go with the flow. Do what feels right to you and remember it will change month by month, year by year.
I can talk!!!! Didn't mean to go on quite so long