I had two cats that used to do this (have pics too of it). I also have a old boss of mine that said her cats do this. My cats were both males and so are hers- don't know whether that matters or not. Anyway, my vet said it was not anything to worry about, and if the cats feel better and more secure, then let them. I know in my case it was not a matter of kittens being separated too young because the one was a few years old and the younger one was at least 3 months old when we got him.
Kedi, Wylie, Rudy, and the dog Scout!