I don't know about bands that use them, but some folk metal bands (that sometimes include death metal elements) use recorder, whistle, or some kind of flute. Since the ocarina is in the same family, I don't see why it wouldn't work!
I wouldn't recommend a pendant ocarina if you intend to have "ocarinas duel like guitars" because their fingerings are not the best for fast playing. An inline or a transverse would be much better for that purpose IMO.
I invite you to check my Youtube channel to hear some ocarina metal covers I did (most of them with my MOs)http://www.youtube.com/user/666LordOblivion666
Especially check out the song "Token of Time" by Ensiferum (http://www.youtube.com/watch?v=cBXKGxxCWY8&feature=related
) which is probably the heaviest one I did yet.
Finally, here are some exemples of bands that use some kind of flute or flute-like wind instruments:
(no good example on their Myspace but they do use them sometimes)
Aes Dana: http://www.myspace.com/trueaesdana