I love this kind of lick, one of those licks that makes you make that "something smells in here" face. I often associate this sound with guys like Eric Johnson and David Grissom. The trick here is hybrid picking which means using my pick and fingers at the same time. This allows me to do the double stops that create that cool dissonance that makes the lick so greasy.
It is also important to not have too much gain on your tone as sometimes it can overshadow and bury the double stops. This is a great lick to get you into hybrid picking which has become commonplace in my playing.