Step 1: Learn Mouse Taxidermy
First, check out my Mouse Taxidermy Instructable. It covers all of the basic skills and tools you'll need to prepare your mice.
This Instructable will provide the extra steps necessary to create conjoined mice.
If you're ethically opposed to the concept of creative and/or decorative taxidermy (and have chosen to look anyway) I have two questions for you: do you wear leather, and do you eat meat? If you answered yes to either, can you/would you kill and prepare the animals necessary to procure this meat and leather? Willfully ignoring the source of your food and clothing hypocritically outsources the ethical questions and is ultimately disrespectful to the animals involved. If you're an ethical vegan and eschew leather, I respect your opinion and your desire to avoid viewing discomfiting images. Thus I carefully label the Intro page of these Instructables, hide the more graphic pictures on the later pages, and promise not to send you any taxidermy for Christmas.
Now, back to our regularly scheduled Instructable.
Step 2: Devise and Create Voodoo Doll
Figure out what type of conjoined twins you'd like to make. How many heads, arms, legs, tails, etc do you want? How many mice do you have, and how does their coloration best match up? How will your composite creature be positioned?
Next, plan how to create a voodoo doll to accommodate these requirements. The wiring can be a bit tricky, so experiment a bit until you're happy. Make sure you're sizing the voodoo doll's segments against the proper mouse, as head and body size may vary.
I've chosen to join my mice at the hip, as shown below. I used two whitish mice, but you can select different colors for maximum contrast. Next time I'll probably avoid white as it can allow the wiring to show through.
Step 3: Skin, Wire, and Stuff
Skin and wire your mice as described in the Mouse Taxidermy Instructable.
Consider how the pelts will be arranged on your voodoo doll, and how the armature will be wired- planning ahead is key.
Insert the head(s) first, then wire the arms, arranging as necessary. You'll find somewhere along the line that you have extra skin; don't trim it off until you've arranged the rest of the pelt, as it's easier to deal with an excess of skin than a shortage. Patching is a big pain, but doable. It can even be planned if you want the multi-colored patchwork Frankenmouse look, but I wouldn't recommend it for your first try.
Step 4: Stitch and Finish
Bring the edges of adjacent pelts together and stitch using the same technique described in Mouse Taxidermy. You may choose to zigzag the pelt interface to avoid a more obvious line, but fur covers most things so it may not be worth it.
Now position the head(s) and limbs, and pin the faces and feet for drying. Fluff the ears and paws as necessary to keep them in proper position; moist fingers can help if they're getting crispy. I should have removed the mouth pins a bit sooner; better next time. I need to give their fur a brushing too.
Finally, give your critters appropriate costumes and arrange them for your festive Halloween decorative diorama. Remember the squabbling Two-Headed Monster Muppet? Good stuff.
Photo credit: ewilhelm
Teacher credit: Jeannie, who gives a great class in basic mouse taxidermy at Paxton Gate.