If you want both NPCs to talk to you and each other, it's best to have both nearby (one or two spaces near you), then try talking to one and selected to speak to both, that way the conversation is followed by both, and they can converse between you and each other mid-dialog.
You have an opinion when in dialog to "interrupt" whoever spoke last and say something, or you can let both NPCs "continue" to talk.
As far as I know, you can't have a second NPC join mid-dialog, if you initiate the conversation with only one NPC. You need the NPCs you want in a conversation to be nearby (one or two spaces away), to be able to initiate multiple NPCs in a conversation and have them join the dialog.