The twins had previously worked as security guards for Motorola in Austin, Texas. Director Jody Hill, who knew them from when they logged tapes for a reality TV show he was working on, apparently wrote the part for the Yuans when he realized his movie needed a couple of gun experts.
Based on the interview, you can tell the Yuans are the real deal -- a pair of genuine, unabashed geeks, complete with a knowledge of zombie movies and Dungeons & Dragons. This, of course, does nothing to dispel a variety of common stereotypes (Asians are geeks, Asians like guns, Asians all look alike) but hey, you can't blame them for being who they are.
UPDATE: John and Matt, the Yuan brothers, actually wrote in with a very cool email saying hello and wanting to clarify one thing about the origins of their characters in Observe and Report:
While we weren't aware of the gun-loving Asian stereotype we fully ownThere you go. Some behind-the-scenes info for you. I have not yet seen the movie, but John and Matt do indeed sound like they're closely based on two very real dudes -- John and Matt.
up to the geek and look-alike knocks (Although we think we have a
pretty good excuse for the latter).
However, in all seriousness, we do want to make one thing known - Jody
Hill made every effort to avoid stereotyping us. In fact, that is the
reason why our real names were used. He does not speak Chinese and
the only real Chinese names he knew were ours. He didn't want to make
anything up that might be offensive and so he asked if he could use
our real names and we agreed.