A.M.
Try reading Weisbluth's book, you can get at library. It seems by 6 months (at least w/ my 2 boys) they were able to go all night w/o waking for feedings. My daughter was (and still is) very small and skinny and I give her food whenever she wants (she's 3 now and sleeps thru the night since 12 mos).
If i were you, id try the crying for a little while, and go visit in 5 mins, then 10 mins, then 15 -- it's a bit of ferber method in there, but by 9 months they should be able to sleep thru night by comforting themselves. It seems HORRID and really sad to listen to, it's hard to do, believe me, it has caused arguments between my husband and me, but when you think about the broken sleep you both are getting, it makes it harder for you to do your mom job the next day, and she's not benefiting from waking during the night either. Or from not learning how to comfort herself. Good luck. Weisbluth worked for us, it's a gentler ferber technique, and worked in 3 nights. Even my 4 month old sleeps better because of it, though I think he's just a really good sleeper naturally...