I have been playing around with the MASS package and can plot the two bivariate normal simply using image and par(new=TRUE) for example:
# lets first simulate a
Perhaps you can use rgl
library. It allows you to create interactive 3d plots.
require(rgl)
col1 <- rainbow(length(bivn.kde$z))[rank(bivn.kde$z)]
col2 <- heat.colors(length(bivn.kde2$z))[rank(bivn.kde2$z)]
persp3d(x=bivn.kde, col = col1)
with(bivn.kde2, surface3d(x,y,z, color = col2))
If you want to plot difference between two surfaces then you can do something like below.
res <- list(x = bivn.kde$x, y = bivn.kde$y, z = bivn.kde$z - bivn.kde2$z)
col3 <- heat.colors(length(res$z))[rank(res$z)]
persp3d(res, col = col3)