Does the size of the particles change as a substance changes state

Ok, particle is not a very nice word, no real sense of size associated with it

it can be a group of molecules like a speck of sand

referring to the molecules themselves

or refering to the atoms that make up the molecule

now in terms of phase change,

if we consider a speck - a group of molecules - then solids will expand when heated, however this definition falls flat in terms of phase change

ok, how about molecules, as molecules undergo phase change, the molecules in relation to each other will move apart from one another. Solid - molecules are bonded, Liquids - molecules are close and flow around each other, Gas - molecules are a significant distance from one another. But the increase in size when you heat up a molecule, i would have to say yes. adding heat increases energy which increases molecular vibration which would probably increase the overall average size to some unnoticeable degree.

now standalone atoms are just atoms, if you want to consider the electron cloud as size, then heating it up would negligibly cause the outer move outward. but it really depends on the scale of the question