Look at a Soldano...heaters straight as an arrow and 1/4" apart.
There's more to that issue. We beat the Soldano heater thing to death in
this thread.
But yeah, as they say there's more than one way to skin a cat. In my research on this in the end most people admit that they twist because that's the way they were told to do it and it looks cool if you choose your two favorite colors of wire.
As long as you're not too precious about your wiring, do whatever you want. If it hums, power the heaters temporarily from a 6v lantern battery. If the hum goes away, you know you probably have an issue with the heater wiring (or a leaky tube, but save that can o' worms for later).
A lot of things done with regard to audio wiring are more about precautions to head off a
possible problem, and could be more excessive than needed. Without a lot of experience, many don't know how their wiring creates problems in their amp. Without the repeatability of p.c. board construction, what worked fine once may not work fine a different time.
Use whatever you want however you want. If it works, you'll have learned something. And if it doesn't work, you'll have learned something.
In hi-fi where the gain is lower, some have used non-twisted wires for the filaments, such as the one shown below ...
See the linked thread above. Those heater runs are well away from anything they could radiate hum to, and those "vulnerable" things are positioned in a way to minimize hum pickup from the heaters.