I like Matilda and Penelope (Penny) not a huge fan of the other sorry. I don't like Molly, Ava or Isabelle much at all only because they have all become extreemly common and every class at school seems to have one of the above if not all. But then again I like more unknown names so its really what you prefer.
So middle names for Matilda and Penny:
btw I absolutely LOVE Penelope and Matilda (Penny and Tilly) so sweet, girly and gorgeous for twins and still a little uncommon (not the everyday name). I would also try to use 1 syllable middle names for both names as they are 3/4 syllable first names. This is of course only my oppinion.