Do like Active says. GFCI breakers won't work with a shared neutral but GFCI receptacles can be put on the two circuits after the neutral splice.
Don't feel too bad ... many years ago I pulled 3 conductors thru 100 feet of 3/4 EMT and put GFCI breakers on it. That wasn't as bad as the fact that it took me 2 hours to realize why it didn't work. My old boss is still laughing at me.