Heyo!
I’ve been trying to make some tornado VFX, and I always struggle to create those pesky tornado meshes. Is there any technique ya’ll use to make yours or is everyone banging rocks together like I do? 
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Depends a bit.
I usually deal with the twisting on the shader side.
So the mesh can just be a subdivided conical shape.
Sculpting tools can be useful to quickly make the shape a bit more organic (just make sure not to add vertices)
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+1 on having a conical shape and drive the displacement on the shader. Reason is that you
A. Can alter the the shape of the displacement easier (without redoing an entire mesh)
B. The mesh can be re-used for similar effects. Lowering overall diskspace and memory usage
But it is absolutely viable to create a mesh just for a specific instance. I recommend having evenly distributed edges and just create “bumps” and not twist it (to much). Goal is to have a solid UV unwrap that is as square and even as possible. This will help you tremendously when setting up the shader/material for tiling textures.