Is it ok to twist THHN together before installing in conduit?
Electricians never purposely twist wires together before installing them. As a matter of fact, we attempt to keep large conductors separate as they are pulled into the conduit so they do not twist around each other.

First, it is completely unnecessary for identification we just number the neutrals or tag them with some colored tape to indicate which phase conductor they go with.

Second, by twisting the conductors you are filling up more of the conduit and you are shortening the conductor. Using more wire to accomplish your purpose without a clear advantage is wasteful.

Third, the EM fields cancel out anyway without twisting. The reason Cat 6 cable is twisted is to reduce external signal transfer to the wire pairs not for EM cancellation between the pair.

Focus your time on something more productive.

Good luck and stay safe!