I believe the Whirlwind was the second smallest (if not lightest) of the twin engine fighters that made their maiden flights prior to the start of WWII and the smallest to see frontline service of any sort. The PZL.38 was smaller but never saw production and development halted with the fall of Poland. The Fw 187 is interesting, but the few A-0 aircraft didn't see significant enough action to really comment on and even then the information is sparse and questionable. (and that would be for the 2-seat 700 ps Jumo 210G powered version which did at least manage to outrun and outclimb the Bf 109E up to the 210's critical altitude around 3600 m)
The roll rates (especially initial roll response/acceleration) would be one of the defining characteristics of a really good twin engine fighter and the one area that it could otherwise fall behind single engine contemporaries. Those outboard engines add a lot of weight, so overcoming that limitation takes strong wings and effective ailerons while minimizing adding yet more weight. The Whirlwind and (with less detailed information) Fw 187 seemed to both have good roll response as did Gloster's F.9/37 (which was noted by test pilots for having all around good handling), but it's the Whirlwind that has more specific remarks on its good initial roll response.
With the Spitfire and (especially) Hurricane having problems with heavy or completely static ailerons at high speeds (or not so high speeds with the early fabric covered ailerons), the Whirlwind's good aileron response was very significant. The same was true for most American fighters which could usually out-roll Spitfires, including the much larger P-47 which was noted for having excellent roll response all around but especially at high speeds. (it couldn't out-turn the spitfire, but it could reverse a turn fast enough to out-maneuver it) The Bf 109 was noted for having sluggish control at high speeds, so it wouldn't be too hard for the Fw 187 to beat it there too.
The P-38 had much more serious problems with roll rate and that was its primary limiting factor in dogfighting early-war (the nose-down pitch in terminal dives was a serious problem but not one generally related to slower maneuvering centric situations). This problem wasn't resolved until hydraulically boosted ailerons were installed on the P-38J. The airframe was strong enough and ailerons aerodynamically capable of pulling off harder rolls, but the flight controls lacked the mechanical advantage to allow it. (using a flight stick instead of a yolk might have helped somewhat, but the better 1930s era technology solution would be using spring tabs or 'boost tabs' on the ailerons -the F4U did that, resulting in very light and effective ailerons) The problematic roll rate might have been a contributing factor for the diving problems on the P-38 as well, as diving would be one of the limited options for escaping or evading an opponent in a dogfight where the P-47 could use its roll rate AND diving effectively. (poor roll control would also limit some dive recovery techniques like rolling sideways to prevent further nose-down pitch and start bleeding off airspeed in a controlled, high speed banked turn -it's notable that the P-38's elevator was still effective at those high speeds, but supersonic flow over some portions of the wing cause a shift in lift forcing nose-down pitch, thus you could potentially still have control on the vertical axis if you rolled onto your side, taking gravity out of the equation for elevator control and putting it on rudder control while also turning, but overstressing the airframe with cross controlling would still be a consideration too -you could also roll inverted and recover upside down, but almost certainly red out in the process from high negative G)
As to favorite, I'm honestly not sure I could pick one. On Aesthetics it might be the P-38 but the Fw 187 has that sleek nose and canopy (especially on the single seat prototypes). The whirlwind is neat, but it's got more angles I don't like the appearance that much. (P-38 wins hands down viewed from above or below)
But as overall aircraft, I think the Whirlwind could have been the best twin-engine dogfighter of the war (and probably was back in 1942) and the P-38 makes a better all-around multi-role fighter, fighter bomber, and even radar equipped night fighter.
There's certainly some others I'm omitting like the Beaufighter, A few Japanese heavy fighters, Fokker G.I, several German prototypes, Bf 110, 210, and 410, Fighter models of the Mosquito, and more, but as far as the real twins capable of acting in the roles of single-engine fighters and were flying at the beginning of the war, it'd be those top 3. (boost the P-38's ailerons and overboost the engines a bit and the P-38E and F would have made good low to medium altitude fighters ... above 20,000 ft in the ETO would be a real problem due to poor cockpit heating and greater problems with diving -cold air has a lower speed of sound and high altitude air is thinner meaning faster dive acceleration so a perfect storm for the P-38) In the 10-15k ft range, with a bit of engine 'abuse' it should have been one of the best performing fighters in the world at the time, fix the aileron problems and it'd be one of the best maneuvering as well. (like most American fighters, it had much better high speed controls than British, German, or Japanese fighters of the time) At USAAF heavy bomber altitudes, it was a poor match for the ETO until the P-38J finally solved cockpit heating and added dive recovery flaps. (P-47C was the best by far at 25-30k ft in 1942) The P-38 might be more useful for escorting RAF and USAAF medium altitude bombers, particularly B-25, B-26, and A-20s in daylight raids. (but those were used mostly in the PTO and MTO, where the P-38 performed best already)