These two are Lunar's...well, I don't really know what to call them. They're people that Lunar created with Darkness Essence, and they both share her memories and both represent different parts of Lunar's personality.
They're technically sisters, which Gem isn't too happy about. Bella's derpy antics don't amuse her. At all. And yet, Bella still tries to amuse her sister for reasons unknown despite the fact it's not going to work. If Bella wants to impress Gem, she should rob a bank or something. That's what Gem does. Not make derpy faces.