Voltage does not split in a parallel circuit, and these motors will be connected parallel to each other. I’m not sure what you meant by “… since it will be split between the two…”
However, the motors -are- 12V rated voltage, at 330mA per winding. So a 12V power supply, two windings may be on at a time, for two motors so 330mA x 4 = 1.32A. I would get a power supply rated for at least 2x that current, so about 2.5 to 3A.
As far as that motor shield goes, I prefer the A4988 based boards. Pololu makes some, and there are a lot of clones. It does cost $10 per stepper (unless you buy more at a time), but they are much easier to drive as they only require a step and direction signal. And they are chopper PWM drivers, so you use a supply voltage much higher than the stepper is rated for. The chip regulates current, and using this method, a stepper motor does not lose torque as quickly as the speed goes up.
Just an FYI, I and several of my friends call them “SainDumb” now. They appear to not know what ESD is, or what is appropriate antistatic packaging. I received several 2.4GHz transceivers packed by poking the pins in white foam, wrapped in packing tape. No antistatic packaging in sight. I’d also bought two 320x200 TFT displays from them, similarly bad packaging, neither works correctly. A friend of mine bought three of those displays from them, none of them work correctly. Corrupted displays, or the touchscreen doesn’t work.
I exchanged a few emails with SainDumb, they don’t seem to know what antistatic packaging is, or why you need to protect against it, especially in shipping.