You shouldn’ worry much when one twin cries while the other is sleeping. The sleeping baby is probably not bothered. Twins accommodate each others behavior pattern nicely because they have been doing this since conception.
While in utero, they accommodated each others movements and activity levels as well as quiet and active time. You also have to know that infants have the ability to tune out repetitive noises around them.
The only time you may have to separate them is if one twin is sick or needs special care.
Content Sources
What should we do if one of our twins cries while the other is sleeping? Baby Center. https://www.babycenter.com/404_what-should-we-do-if-one-of-our-twins-cries-while-the-other_7683.bc. Accessed September 4th, 2017
One twin sleeps, the other docent. What to do. Psychology Today. https://www.psychologytoday.com/blog/sleeping-angels/201211/one-twin-sleeps-the-other-doesnt-what-do. Accessed September 4th, 2017