It’s not a problem for Copenhagen if that’s the interpretation you are referring to. Yes, the first photon “collapses” when in strikes the screen, but it still went through both slits. Even in Copenhagen both slit paths are taken at once, the photon doesn’t collapse when it goes through the slit, it collapses later. When the first photon hits the screen and collapses, that doesn’t mean its twin photon collapses too. Where would it even collapse to, one path or the other? Why? The first photon didn’t take only one path! The twin photon is still in flight and still in superposition, taking both paths, and reflecting off both mirrors.