When Nikki and Brie Bella, twin sisters who are also reality stars and recently retired WWE champions, found out they were both pregnant last November, they were most excited about the pizookies.

While working as professional athletes, pizookies — cookies baked in a cast iron pan like a pizza, of course — were off limits. For more than a decade, both sisters regularly traveled 300 days a year, performing acrobatics five nights a week before a live audience in fights that, though scripted, required intense daily workouts and strict diets.

“I have not had a pizookie, I feel like, in 10 or more years, because I’d have to get in wrestling gear,” Nikki said. “Finally it’s allowed.”

Neither woman had considered that they might spend their pregnancies isolated, trying to film their show “Total Bellas,” which airs on E!, from their homes in a gated community in Phoenix, Ariz., during a pandemic. Let alone without professional-grade pizookies from Oregano’s, a local restaurant chain.

“But I’m not coming into a restaurant before I have a baby. I’m just not,” said Nikki. “I called the restaurant to see if I could take it out, do a carryout. And he goes, ‘You can. But honestly, it’s not as good. You need to come in and have it.’”

The 36-year-old identical twins, whose full names are Stephanie Nicole Garcia-Colace and Brianna Monique Danielson, have been filming their sixth season somewhat frantically in advance of their late July and early August due dates.

A skeleton film crew has been living nearby, in Airbnb rentals. Its members are required to wear masks on set at all times, have their temperatures checked multiple times a day and maintain proper social distance from behind the camera. Though filming largely wrapped at the beginning of July, at least two crew members will remain in Arizona, apart from their own families, as they wait for both Bella babies to be born. (Outside cameras are banned from the delivery room, so any footage will be taken by the twins’ partners.)

Conveniently, the twins live next door to one another. Nikki’s fiancé is the “Dancing with the Stars” pro Artem Chigvintsev, and Brie’s husband is Daniel Bryan, a retired WWE champion.

Now, when Nikki has an uncontrollable pregnancy craving for pizookies (homemade, alas), Brie provides the means of production for Artem, the baker.

“Tell Artem I have a skillet,” Brie said to Nikki, on a Zoom conference call with both twins from their respective homes. “If he makes us pizookie, I will,” — and here, she paused — “freak out.”

Of their living arrangement, Nikki said: “There’s no boundaries.” (She conceived her child in her sister’s home, she offered as example.)

There is “zero property line” between their homes, Brie said. For early morning coffee, “I literally just walk over, the majority of the time in my robe and slippers, just walk into Brie’s,” said Nikki. “If she’s cooking food, I guess I have the expectation that there’s some for me.”

“We feel we have a mini-compound,” Brie added. “We don’t ever feel alone.”

A Prank With Prinze

The sisters, who are of Mexican-Italian descent, were born 16 minutes apart and raised on a farm in Arizona. The twins said their father was abusive and struggled with addiction; their parents divorced when they were sophomores in high school; and that they had to fend for themselves, both at home and in the world. Nikki, the eldest, gravitated to glitz and glamour; Brie was more bohemian. But both were athletic and wanted to pursue a career in show business, and they figured they’d be more marketable together.

In 2005, they moved to Los Angeles to start auditioning for TV and modeling gigs. Brie worked part-time as a server at the Mondrian Hotel on Sunset. They got a callback from the WWE in 2007 and made their “Smackdown” debuts a year later, with a script written by the actor and WWE superfan Freddie Prinze Jr. The maneuver he helped design, called “Twin Magic,” was a sort of “Parent Trap”-style swap, with the women trading spots under the stage whenever one needed a breather.

The audience was at first oblivious to the trick. Nikki performed for almost two months as Brie before she was officially introduced, and for the next decade, the twins dominated the franchise as a tag team. They were cast in “Total Divas,” a reality show on E!, in 2013. “Total Bellas,” a spinoff, began in 2016.

The shows have intimately chronicled the twins’ lives, including Nikki’s six-year relationship, on-air engagement to and subsequent breakup from the former wrestler and actor John Cena, and Brie’s ups and downs with her husband, Daniel Bryan. (Mr. Bryan, a heavyweight champion who retired in 2016 after suffering post-concussion seizures, was known for his signature “Yes Lock” hold and in-ring storytelling.)

Last year, both sisters joined Mr. Bryan in retirement, citing the birth of Brie’s daughter, Birdie, 3, and Nikki’s string of injuries including a broken neck, herniated disc and brain cysts that she suspected were caused by her signature ring move, the “Rack Attack,” during which Nikki would lift opponents atop her shoulders and slam down onto her knees, dropping them to the floor behind her. (Professional wrestling is remarkably dangerous for its practitioners, who are often independent contractors even if they are exclusive to the WWE.)

The twins had been scheduled for induction into the WWE Hall of Fame in April, but the ceremony was postponed because of the coronavirus. Their legacy, however, remains: The Bellas helped usher in a more female-focused era of the WWE, with the Divas Championship, which started in 2008 (and has since been renamed the WWE Womens’ Championship) getting more airtime over the course of their run.

They were some of the first women to star on the SmackDown main stage, rather than acting as valets to the more established male wrestlers. In 2018, Nikki proudly closed her career in a much-hyped match against Ronda Rousey at the WWE’s first all-female pay-per-view event.

Keeping Up With the Kardashians

Filming on “Total Bellas,” which is produced by the reality juggernaut Bunim/Murray, had just started in “little bites and pieces,” according to the twins, when the coronavirus began to spread, shutting down production for five weeks while the principals regrouped.

In early May, after ratifying a new list of safety protocols, it became one of the first Bunim/Murray Productions reality shows — which include“Project Runway,” “The Real World,” “Lindsay Lohan’s Beach Club,” and “Keeping up with the Kardashians” — to resume production in the pandemic, a decision made more urgent by the twins’ impending due dates.

In pre-Covid times, said Farnaz Farjam, the show’s executive producer, there might have been as many as 16 people present for filming at a given location. “Total Bellas” is now getting by with a maximum of six.

Still, it’s a contrast to the scene over at “Keeping up with the Kardashians,” which is also executive produced by Ms. Farjam. Faced with the choice of either shutting down or switching to entirely self-filmed episodes, the Kardashian family members chose to produce hours of footage themselves, using iPhones that are collected each week by a masked showrunner and dropped off at the production offices.

“With Kardashians, we kind of had to resort to self-shooting, just because the city restrictions were so different,” Ms. Farjam said. “In Arizona, we were allowed to film, but to keep everybody safe, we basically cut our team in half.”

Having even a pared-down crew is preferable to no crew at all, she acknowledged.

“You guys are going to get to see the self-shot stuff with the Kardashians when it comes out, and you’re going to notice the difference. It’s still so entertaining and so compelling, and I’m so excited for it,” Ms. Farjam said. “But I think there’s an art behind the way a producer and camera operators capture storytelling that people self-shooting can’t always do.”

The Bella twins, who do not wear masks while filming, have felt protected but somewhat disconcerted.

“It’s a different feeling this season than I’ve ever felt before, because we can’t be close,” Brie said.

Though Brie’s husband still has to travel occasionally for work, the families have been limiting their exposure to anyone else who hasn’t self-isolated for two weeks. That means the Bellas have had to do almost all of their own hair and makeup this season. They are convinced that viewers will be able to pinpoint the moment their quarantined longtime makeup artist returns to set.

By the finale of the season, “you’ll see the Bellas in good glam,” Brie said.

“But there’s still no hair,” Nikki said.

“Yeah, still no hair,” Brie said.

Demand for hair styling services in Arizona, where infection rates skyrocketed following the state’s early reopening, had been so high that the twins decided to just wing it themselves.

“All of our friends who are hairstylists, they’re slammed here. Having their busiest weeks,” Nikki said. “Everyone else is already working again, and to ask someone to quarantine and then just be a part of us, they’d be missing out on so much business. Because we’ve thought about that. We’re like, ‘Let’s just make people around us quarantine.’ Everyone’s like, ‘No, no. We have to work.’”

Both sisters also said they are thinking more critically about workers’ protections and the morals they’re bringing to their own companies, which include a clothing line, makeup line and a wine brand.

“Everyone’s seen the shift in the world and whether you want to accept it or not, when you do accept it, it’s nice to go with the shift and just evolve, because I feel if you don’t evolve with whatever’s going on right now and what the future may bring, then you’re going to be left out in the dust,” Brie said. “I do believe we have a new normal. It’s crazy because I feel our generations never saw that, but our grandparents saw it. They knew what it was like to go through war, the Great Depression. They had to shift. They had to evolve. And I feel like that’s what we’re all going to have to do too.”