Only thing you can really do is separate them. They're being very typical mares and this isn't something you can really train out of them. Of course you can control the degree of their misbehaviour, but they will always been snarky when being removed from each others sight.
Get them separated, preferably out of sight and sound of each other. They will adapt fairly quickly and settle.
When you take one of them out for a ride, definitely do not take the mare back to the comfort of the stable/yard/paddock as they is rewarding the behaviour. Keep her working, changing what you do, change direction, speed etc. constantly to keep her concentrating on you, she HAS to focus on you unless she wants to fall over her own feet. Don't get off until she settles and follows your lead.