Kimmy, I'm so sorry for your loss, I cannot imagine the pain you must be in right now.
Many times our dreams are trying to tell us something. You're so new in your grief and part of you is not processing what's really happened.
Each loss is unique to each person. Just as each of your babies were unique to each other.
Take some time to explore your feelings and try to discover why you're having these nightmares. It may just be your body's way of telling you that this is real.
It's only natural that you would be fearful for the surviving twin. You're always going to be a bit protective of him. Though the intense fear of losing him should fade with time.
If the dreams continue to be disturbing, please don't hesitate to seek outside help. A counselor if you're able to. Or a support group.
Compassionate friends is a wonderful group for parents who've lost children http://www.compassionatefriends.org
They have support groups all around the US and most likely one near you. They also have a wonderful bi-monthly newsletter filled with stories poems and other resources.
Please let us know how you're doing.