How to list two products together as a set, when each have variants?

Can I just make sure I understand this correctly?

  1. First, you created a product for the PJ top
  2. Then, you created a separate product for the PJ bottom
  3. Next, you added size variants (S, M, L, etc.) to each of these products
  4. Now, you want to require the 2 to always be sold together.

Could you say more about this? What options have you already tried?