Actually technically that's not a "siaminx" as the puzzle was first called. The siaminx shares a single edge on both puzzles as the common piece.
What you have there, Adam and I couldn't come up with a more elegant name, other than calling it a "fused puzzle." I suppose all fused or conjoined pyraminxes could be called a siaminx. After all it does become somewhat impractical to come up with a name for EVERY puzzle variant.