Why not 2/0 AWG? lol... If you dont know a lot about wires, then that joke prolly wasnt funny to you.

Personally, I dont see a problem with using 22 Guage wire for connectors, but if you are going to use something that small, or smaller (24, 30... ) then let me give you a hint. This hint is esspecially important if you are daisychaining.
Before you crimp, put some flux on the wire, (if theres more then one, i.e. daisychaining , then twist them together) and apply solder to them,
then slide them into the connector and crimp. This will eliminate the even remote possibility of a poor connection, I promise. (unless you crimp the plastic part and not the metal part)
I always apply solder to the end of the wire before any connection, be it soldered, or crimped, it strengthens the wire, and gives more surface on the connection, making it a lot more solid. That and it allows you to solder it onto the circuit board a lot faster, reducing the chance of damaging componants by heat.