The twins if they did wake, would have ran straight to their mothers bedroom. The last thing Bamber would want is the twins & Sheila awake in one room together. Espescially if going for an 11 shot massacre.
One shot into each twin before entering the main bedroom seems likely. As said by Julie.
Nevill, June & Sheila would not hear the 2 shots into the twins. Espescially with a silencer attached.
He would then have 9 bullets left, 8 for Nevill/June, 1 for Sheila.
Things did not go to plan & plan B was put into place - the overkill of a 'gone crazy' Sheila.