1 Their HP
It is vital to know about their HP. Thorn's HP is 3000, whereas Zorn’s HP is 5000.
2 You only need to attack one of them
For defeating them, you should always focus your attack on only one of them. You should not attack them together as, after some time, they both would flee. For this, striking both of them is not required.
3 How to disable their attack
The attack used by both of them usually is Meteorite. For averting them to use this, you need to attack the one who got the power from others right after taking it. It would help you as they would not be able to use Meteorite and cast the spell.
4 Let Vivi cast slow
Try that Vivi cast slow on both Zorn and Thorn as it would make the battle easier. Plus, you would also get ample time to steal what is required. (See How to defeat Black Waltz no 3 – FF9 – Cargo Ship)
5 It's better to attack Thorn
As you just need to attack only one of them, you should attack Thorn. The reason for attacking him first is that he has lower HP, and it would be easier for you to kill him, which would make the battle easier.
6 Normal attacks work best
In such cases, regular attacks are recommended as they work best, particularly when someone has the man-eater ability. (See How to defeat Scarlet Hair in Final Fantasy 9?)
7 Save your high potions
Their attacks would not result in much loss of HP, you should save your high potions for later and use regular potions when required.
8 Steal from them
As the battle is not that tough, you can try and steal the items they have as they would benefit you in the attack. Zorn owns Stardust Rod and Partisan, whereas Thorn possesses Mythril Armlet and Mythril Armor.