I have this problem with Corkscrew and Tibby, but it's not so much with cuddling but with playing. Tibby hogs me whenever Corkscrew wants to play with me. The first few times I tried putting Tibby in a seperate room so I could play with Corkscrew she would start to cry and Corkscrew would want to check on his sister, so this is what I do now. Find a toy that Lily really likes, one that she can play with on her own. When you put her in an extra room bring out the toy and let her play with it while you are cuddling with Luna, then when you are done make sure you put that toy away so it doesn't lose its specialness. I also give Tibby some catnip or some treats while she is in there.