The CR has Diminishing Returns logic in it yes, one rogue would have to be designated lock down, the other would be dpser - you would un-tick the "cheap shot" and "kidney shot" boxes on the DPSer's settings and you're opener would always be garrotte (assassination) or ambush (sub), and the lock down rogue would do the normal CC rotation (open with garrotte against casters, CC will take over and cheapshot just before coming out of "Subterfuge" > kidneyshot).
If you are going to run double rogue, I highly recommend one rogue be Assass, the other Sub. Assass should be the damage dealer / sub the lock down rogue, the strat I have been using to get 1800 with an undergeared hunter buddy of mine is, Open on one target, CC the other - when the CC target trinkets, you both reset (cloak / vanish etc), wait for stun dr's to fade (about 10-15 secs), open up on the CC target that trinketted (preferably the healer) and blow ALL your CD's...can solo healers quite easily with this as assassination.