Kiwi,
Wire-nuts are packaged with a listing of all the wire combinations for which they have been evaluated. Typically, this will include several combinations of differenttly sized wires. No package handy? Visit the mfr. web site for the info.

Unlike practices in other parts of the world, here in the US wirenuts are essentially the only means used to connect wires smaller than #6; with larger wires, other types of hardware start to be used.