Euler-Lagrange methods represent popular approaches for performing detailed numerical simulations of flame propagation in dust clouds or droplet mists. Such simulations provide access to the flame structure and to the laminar burning velocity that is then used in a second step to determine the turbulent flame velocity analogously to what is done for numerical studies on purely gas premixed combustion. One of the main issue in these methods relies in the modeling of the macro-scale exchange terms between the continuous carrier phase and particles. Compared with the standard approach, we follow here an alternate route by using the method of volume averaging with closure to filter the transport equations at the micro-scale and derive a closed form of the exchange terms. Focusing on convective heat transfer, the obtained closed form of the macro-scale heat exchange is significantly different from the standard approach except in the specific case of an isolated particle that represents the dilute limit for which the two approaches are formally equivalent. The primary difference is that the flux for a given particle does not only depend on the temperature of the particle but also depends on the temperatures of all other particles within the averaging volume. Using simple model cases, we first validate our approach and compare it to the standard model. We then carry out simulations of flame propagation in graphite clouds based on the CALIF$^3$S-P$^2$REMICS software using our proposed closures that take into account particle volume fraction.