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As Jidmah said, the best thing is to roll all your "first chance" rolls, then pick up and roll the misses.
When rolling for twin-linked, the probabilities are not separate. As pointed out above, you only roll your reroll if you miss your first chance roll. This means the second roll is dependent on the result of the first roll. A different equation is used for dependent probabilities.
The issue of dependent probabilities also arises for poisoned weapons in melee, and for Tyranid monsters with scything talons.
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