The catch and release method unfortunately only works when you can actually catch them, sadly!
I spent a lot of frustrating time as a kid "chasing ponies" hence my forum name and soon learned what worked and what didn't. Here's what I would suggest.
Don't carry 2 halters and leads with you, it's just too much obvious equipment to deal with. Take one halter and lead and hang them from your shoulder but hold them very close to your body
so that they aren't obvious. Decide that you are going to catch one horse, not a certain one but whoever eventually allows you too.
Wander aimlessly toward them and don't stare directly at them. Walk at a slight angle in their general direction but not straight at them. Turn your shoulders slightly away from them. Look down at the ground most of the time as if there's something down there you are actually interested in. Remember that a horse is always
watching your body language and become suspicious pretty easily. Pretend that you have all the time in the world. Never, ever, ever
chase them even if they bolt. This creates the "run away" habit and makes it a game to them Trust me, you cannot keep up with them long enough to "wear them out". In being chased away, the 2 mares together will feed off of each other's energy and run away faster!
Carry some treats in your pocket and whichever one comes close enough gets one and then does not immediately get caught. If you can get close to one of them, don't immediately try to halter them. Rub the shoulder, scratch under the neck and talk to them. When you see the horse relax, slip the lead rope around the neck and pinch it lightly under the throat. Between the lead around the neck and a hand on the nose, you are faking having the halter on and then can usually slip the halter on smoothly. Giving a treat or two in between will motivate the horse to want to stay with you and not run off. (It often makes the other horse jealous too so they both may end up right next to you). Lead the caught horse around for a few minutes and then release. Sometimes when you do this and let them go, they will decide that they want to be with you and start following you.
If you do bring one back to the pen, make sure to have a handful of feed ready as a reward and to turn it into positive experience. All of this takes time and patience but eventually they will willingly get themselves caught! You end up with both when you only wanted to catch one!