Man, I see this ship pop up sometimes and I'll be honest, I never really bought into it myself. They're brothers! The whole dynamic in the game is them as a team, a duo, and turning that into romance just feels off to me. I get the appeal of close partnership turning into something more in other fandoms, but with these two specifically, it always pulls me out of the story.
That said, if you're into it, I've seen people on AO3 absolutely swear by stuff tagged 'The Devil's Due' or 'Dancing on a Sugar Coat'—titles that play with the game's whole debt-to-the-devil theme. The writing in those tends to be more atmospheric, focusing on the stress and weird intimacy of being trapped in a shared, impossible situation. You'll probably find more success searching for the 'Cuphead & Mugman Cuphead (Video Game)' fandom tag and then filtering by the relationship tag. Just be ready to wade through a lot of gen fics and crossovers first.