the fool proof way is wiring for bipolar parallel which generally gives you more torque at higher speeds but needs more current. Conversely bipolar series gives you more torque at lower speed and uses half the amps. Sometimes you wire bipolar series if your driver cannot output enough current.
you need to hook up one set of coils to a+ and a- and one set to b+ and b-, sooo
a+ = Blue/White + Red
a- = Red/White + Blue
b+ = Green/White + Black
b- = Black/White + Green
I would think it is ok to twist the wire pairs, if your wires are getting hot you like have too light of wire.