Here's the theory: the shorter your kanthal, the faster it heats. A smaller diameter means shorter kanthal, so yes, smaller = faster. However, smaller also means lower resistance, so plan accordingly.
Personally, I've never seen the benefits of twisting, but I've heard others swear by it.
In my KFL+, I use the Double Barrel Shotgun. I had used 8 wraps each of 28g Kanthal A1 on a 1.5mm (which is roughly 3/64", if I remember correctly) and was getting the best flavor I've ever gotten, and decent clouds. That put my ohms at 0.5Ω, if I remember correctly.