We study the near-field radiative heat transfer between two twisted finite-size polar dielectric nanoparticle gratings. Different from previ- ous studies of the same configuration, we do not rely on any approximated effective medium theory to describe the gratings. By the full many-body radiative heat transfer theory, we are able to investigate how the size, distance, and relative orientation between the gratings influence the radiative heat flux. By changing the twisting angle h, we show a significant oscillation of the thermal conductance G(\theta), due to the size effect for gratings of both square and circular shapes. The distance- and twisting-dependent coupling between the gratings accounts for a strong and characteristic modulation of radiative thermal conductance with implications for the energy management, sensing, and the micro-electromechanical system (MEMS) and nano-electromechanical system (NEMS) devices.