I suppose it'd depend on the nature of the occupation. Probably protection racketeering, black market stuff and the usual. It'd be interesting to see if they'd be as successful in such an environment, I rather doubt they'd have become as successful as they were historically, that needed a specific juxtaposition of factors.
Then there's Ron's homosexuality; does he hide it? Heroically organise some sort of escape network for others facing concentration camps? (I doubt it).
Given how Ronnie has Schizophrenia and is Bisexual, he might end up in a camp himself; alternatively they both end up working for the regime in a paramilitary sector (though given how they reacted to being called up for national service, this is unlikely). If they did run a black-market, it would be selling American goods, and, if it involved freeing Prisoners, then they would probably spring people during transport to the camps- after the families and friends of the victim pay a price, of course.
But given how they're the direct descendants of Jewish Romanichal Gypsies, they'd more than likely end up in a camp.