"how can one particle be in two places at once?"

It isn't. The particle doesn't exist. Remember that the most fundamental state of reality is consciousness
Have you read of David Bohm's interpretation of this phenomena? It would be an interesting read. Basically the two particles do exist, but they're suffering from a delusion (or illusion if you prefer). They are actually one; just different aspects of the One. He used the fish bowl and video camera analogy, which I think was very well put. It must also bee noted that he also seemed to accept other interpretations (as the good skeptic I think he is), but he seemed to prefer this interpretation. Another pseudoscientist, LOL.