I've heard behaviorists say that clicker training cats is one of the best bonding activities that you can do, as well as it being an excellent activity going forward. So I admire those that do it. I briefly gave it a try when the bengals were young. It was kind of a debacle
Like the OP said, it would always go something like: get one cat into a room by herself. Try to some clicker training, with the other bengal screaming outside the door, putting paws under the door etc. It became clear that for my two sisters, at the time, it was actually kind of stressful to them, being apart from their sister, and just way more fun for them to wrestle with each other or chase a bird around. So I gave up on the training.
I'm sure there's probably a really good way to do it with two, but I sure didn't and don't know how, so I can't help. Good luck though. And if you have any successes, please post them.