The dialogue between them, through their minds should be italicized.
Fresh dialogue: well if they are talking between them, then they answer someone's question and it's what they've been discussing in their heads, it's obvious you have to repeat the same thing to the person who asked. Maybe, make the answer shorter and use different wording, but you still need to give the facts.
They can't use gestures, however they can use glances. Cold eyes, laughter hidden in the depth of their gazes. Use the brows to show approval, disapproval, surprise. Mouth too can be used: tight lips for disapproval, a smirk, small things that can be hidden from others. Even hands: they can clench their hands in anger.
Internal dialogue is like external one, you can omit he thought to the other by using description.
Bob glanced down. Gerry do you see the ant.
Gerry followed Bob's gaze. Good gracious, it's enormous. Is it a new species?
See, no need to say 'thought at' all the time. And as you pointed out, these guys aren't going to talk all the time.
P.S. Oh goodness, that line escaped me! But still, the body can feel emotions. If the thoughts aren't to his liking, he could tense, or his heart speed up in anger, happiness. His blood could boil. Ex: Bob stared at the man in front of him. Hey Greg, this is the man you mentioned?
Greg scoffed. Of course not. This one looks like a mouse. The one I spoke about looks like Hulk.
Bob grunted. The man in front of him tilted his head but didn't utter a word to Bob's relief. So why didn't you say so before?
Silence stretched and Bob knew Greg wasn't happy with the question.
I think since they are merged, they can feel each other's feelings. Right?