Sigil Captain's ability has an "intervening 'if' clause." That means (1) the ability won't trigger at all unless the creature that enters under your control is 1/1, and (2) the ability will do nothing unless that creature is still 1/1 at the time the ability resolves.

For that reason, two Sigil Captains don't work well together. When a 1/1 creature enters under your control, the abilities of both Sigil Captains will trigger. When the first resolves, two +1/+1 counters are put on the 1/1 creature. When the second resolves, it will do nothing because the creature that entered is now 3/3.

Sigil Captain's ability checks a creature's initial power and toughness upon being put on the battlefield, so it will take into account counters that it enters with and static abilities that may give it a continuous power boost once it's on the battlefield (such as the one on Glorious Anthem). After the creature is already on the battlefield, changing its power and toughness to 1/1 with a spell, activated ability, or triggered ability won't allow this ability to trigger; it's too late by then.

If, for some reason, Sigil Captain enters as a 1/1 creature (due to a pair of Engineered Plagues, for example), it will cause its own ability to trigger.