It is possible for the yolk to split on two and form two seperate animals within one egg. It's not very likely, though, and the health of the two animals can be questionable. This seems to be that gone several times wrong. I don't see how this little guy would have lived a healthy life had it lived anyways. Pretty interesting, none the less. RIP, little guy.
Was sad with my conjoined twins that were still born but here's even more sad as "it" lived, or should i say slowly died in front of you..! But as said, it's interesting and i'd really like to see these pictures in high resolutions, if you don't mind sharing?