Probably most twins come from breeding with other players because of what the breeding looks like. Usually it's because one player has a problem accepting the Request (clicks Accept and the game is stuck loading,so after refreshing the page the Request is still there and the player can accept it one more time. And the couple shows twice in the Incubator of the mare's owner. So it's possible to do it in your own herd. When you breed your two ponies and having clicked the button it's stuck loading, you can refresh the page and breed the same couple once again. It should work but it's not something you can plan :P Just...breed your ponies and see what happens :D And check your Incubator carefully because the mare can be shown on two different pages in the Incubator at the beginning!