I believe it's less than 2.25%

You got that by multiplying 15%*15%. But if you hit your set on the flop the odds of another PP hitting on the other 2 flop cards is only around 8-9%. Which lowers it to about 1.3%.

And like Kwaz said, only a 40% chance 2 players have PPs, which also includes PPs smaller than yours.

I'm not that good at math, but factoring in all that, set over set is very rare.