1 Their HP
Zorn's HP is 5000 while Thorn's HP is 3000. See How to defeat Ralvuimago Final Fantasy 9.
2 You only need to attack one of them
Focus your attacks on only one of them. After some time they will both flee. You don't have to attack both for this to happen.
3 How to disable their attack
The attack Zorn and Thorn use often is Meteorite. To prevent them from using it attack the one who got the power from the other right after taking it. This will prevent them from casting this spell.
4 Let Vivi cast slow
Let Vivi Cast Slow on both. This will make the battle even more easier and give you plenty of time to steal what you want.
5 It's better to attack Thorn
Since you only need to attack one of them you should go for Thorn because he has the lower HP. This will make the battle much easier.
6 Normal attacks work best
Normal attacks work best here, especially if someone has the man eater ability.
7 Save your high potions
Because their attacks won't result in much loss of HP, save your Hi-potions and just use normal potions whenever needed.
8 Steal from them
This battle is an easy one so it might be a good idea to steal the items they have. Zorn has Stardust Rod and Patisan while Thorn has Mythril Armlet and Mythril Armor.