The consolidation of grains plays an important role in industries ranging from food, polymers, pharmaceuticals to ceramics and even in the development of novel nuclear reactor concepts. In this work, transient heat conduction in a quasi-static bed of granular material is studied computationally, both in 2D and 3D, using an extension of -- Thermal Particle Dynamics (TPD) -- a technique developed by the authors [Vargas and McCarthy, AIChEJ, 2001]. Specifically, the TPD technique, which yields detailed mechanical and thermal information not easily measured in experiments, is modified to include the effects of thermo-mechanical coupling. We use this modified technique to explore the evolution of the force distribution and void fraction when a bed of grains is subjected to thermal cycling. We show that our results are in agreement with recent experimental findings [K. Chen {\it et al.} , Nature 2006]. That is, we see that a controlled increase in granular densification can be induced by thermal cycling, without resorting to the input of mechanical energy. This thermo-mechanical behavior may have important practical implications for the storage and handling of granular materials.