Your girls are beautiful!!
In regards to the playing and training, I have a dog and bitch (JRT) here from the same litter. When they play it sounds like they are killing each other! I do have to watch them carefully (they are 14 months) as it occasionally does turn a little too serious.
As already advised, I too recommend you start seperating them from time to time especially when it comes to training. My two have bonded more to each other than to me (my fault completly) and this does make training very difficult. JRT's are smart little buggers and they are usually easy to train (with food :rolleyes: ), but at the moment I am having trouble getting them to even notice I am around when they are together.
Best of luck with the training, its never too early to start. Don't wait until they are old enough to go to Puppy school, start now at home! One puppy at a time for 5 minutes is all they need.
Maybee when they are old enough to go to puppy school you could just take one at a time, or, if you sister/mum can take one make sure you don't stay together all the time. Let them explore and meet other dogs on their own. ...Good luck!