The idea of wanting both of her girls to have part of her name is sweet but using Nicki for one would not be the best way to do so in my opinion. I wouldn't see anything wrong with both twins having
Nicole as a mn, but what about your aunt's mn or the feminine version of her DF's name? Other options:
Nicolette,
Nicola,
Nikoleta, etc. Or what about giving each girl a variant of her name so that one doesn't feel "left out"? From her list I'd pick:
Anna NicoletteAudrey Nicola (I'm not one for twins themes such as the one I just created but I like these names the best!)
----
Betsy-----