Can I make a 10 foot long single 4 gauge grounding wire from several twisted 12 gauge solid copper wires?
#4 has a area of 41,742 CM (Circular Mils).
#12 has a area of 6,529 CM.
As Dave Tweed says in the comments, you need 7 (6.39) connected in parallel.
Parallel conductors are permitted by electrical codes for phase, neutral or ground for #1/0 and larger. Each conductor must be same length, material, insulation, area and termination. The parallel conductor rule is set up for currents > 250A.
As Peter Bennett says, an electrical inspector will probably take exception to this because #4 is readily available.