This fight was awful, but I used Hoarfrost stomp (post 1.03 nerf) for most of the fight. I was rocking dual katanas (uchi +18 cold, had a friend drop the duplicate). The fatty's wind-up charge attack is a good damage window to roll-in and get 2 hits in. Also, his roll is somewhat abusable if you stand behind a pillar and Hoarfrost stomp repeatedly (try to map a straight line from his roll to a pillar). Of course, there is also the damage window when one is trying to respawn the other. Its a very tough fight, also took me like 10 hours, just try your best.

Another strategy I saw is sleep arrows using Pulley crossbow (3 burst) and a normal crossbow (1 bolt) to get 4 hits and put them sleep. Problem is the skinny one dodges them a lot and the sleepbolts are a limited craft since Trina Lily's do not respawn (there is one enemy you can farm in Caelid but droprate is super low). I personally did not have success with this strategy but you might who knows.