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FWIW, crimp connectors are normally sized as "10-12G" "14-16G" and "18-22G" with each connector able to properly fit just those wire sizes. Typically, two of the thinner wires OR on of the thicker, in the crimp.
If you don't have any of the rare converter crimps (different size on each end) the most reliable way to bridge the gap is by using a bit of extra wire, i.e. put a 16G wire in one side of a "14-16" crimp, and then put an inch of 16G PLUS your 20G wire in the other side. That way the wire bundle in each side is still within the diameter that the crimp is designed to work with. Twisting is NOT necessary, and folding does not help.
More importantly, if you are unfamiliar with all this stuff, the "$5 for 500" assortment is crap, and the $5 crimping tool also crap. If you want to "do it right and do it once" the better crimping tools run about $45 for the basic ratcheting crimper--which ensures you don't over-crimp the joint either.
The crimp connector themselves make a big difference, expect to pay 25-50c each for good ones, more for the adhesive shrink lined ones. That's just the price of reliable goods. A good crimp, made with the right tools and parts, and properly sealed, will last a lifetime. Anything else? Usually will fail at the worst possible time.