Can a twist tie be used as a jumper for HVAC?
In a pinch, well you have to do what you have to do.  It's a wire, albeit a steel one, so it's not going to do as well conductivity-wise as a copper wire, but as long as it doesn't short out to any of the other terminals you should be OK.

The wiring in a thermostat is 24V not 120/240V like other electrical systems in you home, so the danger is significantly reduced.  But don't let it sit that way for an extended period of time.  The "insulation" was meant for one purpose which was not to insulate a conductive wire for a long period of time.

Did you check around for another wire that you could scavenge? An old speaker wire or something from your garage.  Just thinking out loud...