upgrading inductor

Same person asking about crossover changes?

Iron inductors are OK up until saturation.

Please consult an online inductor calculator. some are pretty good. I'll post one later......

Yes is the answer to your question. You will need MORE of the lower resistance larger wire for the same DCR. Iron core original inductor complicates things, but I was able to design a match for my Magnepan's inductor using aircore formulas and calculators.
Start running some simulations using the calculator I ref'd above.

http://www.diyaudioandvideo.com/Calculator/Inductor/

PM me and I can help. This is pretty basic.

What do you mean by "higher gauge"? If you intend to use thinner wire (skin effect) and keep the same resistance and inductance you can achieve this by using tape woven inductors. Many good speakers have tape inductors but also many very good speakers don't. I doubt if it makes any difference because skin effect in copper at 20kHz starts at gauge 18 but at this frequency but overall effect is negligible.

Kij,
The OP has left the building.

I've had success upgrading capacitors, but I never tried inductors. Can anyone relate the audible difference of this upgrade?