This paper describes dynamic self-assembly of millimeter-sized objects rotating at two parallel fluid interfaces and interacting with one another hydrodynamically, both in the plane of the interface and between the interfaces. The nature of hydrodynamic interactions between the objects rotating on different interfaces and, consequently, the morphologies of the ordered structures that self-assemble, depend on the sizes and the three-dimensional shapes of the rotating particles. Large particles rotating on one interface ("templates") can direct the self-assembly of smaller particles ("substrates") on the other interface. Two examples of directed self-assembly are discussed: (i) selective dimerization of disk spinning on the lower interface under the influence of cylinders rotating on the upper interface, and (ii) assembly of "substrate" rectangles into a pattern of squares that is identical with the pattern formed by the "template" squares. General, qualitative characteristics of the vortex-vortex interactions between objects of complex shapes are discussed.