Check the *table* for wire nuts, and see :-)
There is a table of allowed combinations. The table has information like this. You *must* select an entry from the table, so that the wire nut grabs the ends properly and stays affixed.
(3) 22 gauge stranded \ (2) 18 gauge stranded \___ Imaginary table entry for a red nut. (1) 16 gauge stranded plus (1) 20 gauge stranded / Three combinations allowed.
Doing stoopid stuff, like taking a really small wire, and attempting to fit the largest wire nut available on the end, that won't even engage and will fall off in your hand.
As long as your "wire combination" is in the table, it works.
No "one wire" entries in this table... You would then start with the smallest one (maybe a gray) and see if it bites properly for your safety. While you can eyeball them, to get in the approximate colour range, it's really best to vet them using the table (if you can find a good table). I've seen better tables than this.
You can terminate single wires using wire nuts...
But remember, that a wire nut works by compression, and having two overlapping stranded wires, and compressing the s*it out of them, is more secure than one (more uniform) stranded jammed into the spring cone. Don't expect it to have quite the same grip when doing one wire. Test it with a tug, to satisfy yourself of your excellent workmanship.
If you attempt to screw a gray, onto a really fat wire, it might not even start to screw down onto the wire end. Just eyeballing them, should avoid the embarrassment of attempting that. But once you get close to the right colour, one of them will definitely grip better than your other (eye-balled) choices. What I'm saying is, you cannot eyeball and always get the exact right colour on the first try. You might find two or three are close, but one of them fits better than the other two.
And you don't really want the wire nuts to be "wide range". It's OK for them to have closer limits on what wires they will carry, because that makes them more secure. If the cone was wide and shallow, it might only be holding the wires via one thread, instead of two thread edges.
If you've never used these before, this is why you experiment with them first, cut off a few hunks of wire from your wire roll, twist the strands the right way, and *make sure* you're making a proper job of it. This is not material for stoopid people. I don't want to open a box and have one of those fall on my head, because you used the wrong one :-)
Put one together, take it apart, see what damage it did, improve your technique, and after a bit, you'll get the hang of it.
That's why some of the bigger product cards, come with a table on the back. There are assortment packs. Assortment of small ones in one pack. Assortment of large ones in a second pack. Maybe the purchase of two packs, gives you samples of everything.
Don't over-form the ends. Each stranded wire should be twisted to compact form. You don't need to mash the damn things together with your fingers, before screwing the wire nut on. Gently form the wires enough, so they will fit within the cone and the threads will pick them up. The idea is, you're trying to not snap off the strands of the stranded wires, by over-handling them. Each stranded wire is twisted to compact form for its protection. (One direction of twist, is the same direction of twist as the cone is using.) And if you're doing three wires, you might twist the ends of the three compact-stranded, just enough so they fit into the cone.
After you try a few, you might notice that some of your attempts are really biting nice.
If you mix solid and stranded wires under a wire nut, that's a situation where you should experiment again, and see for yourself what the retention force is like when you do that. The solid wire does not compress. The solid wire is a bit slippery. Hmmm. Is this a good idea ? You decide.
Similarly, don't screw a wire nut onto a *soldered* stranded wire. That's not going to compress all that well. Solder is generally a bad idea in mains circuits anyway, carrying any amount of current. If the thing happens to get hot enough to melt the solder later, now you're in trouble... with the fire insurance company. They will use any excuse to deny a claim. Crimping and compression and screws are better. Sometimes with crimping, the gadget has two pressure areas, for redundancy.
Paul