I tried putting them close together and removing doubles by distance and it twisted things. also when I tried to bridge it twisted them.
Make sure they are joined as a single mesh, go to edit mode, select each end edge loop, right click and bridge edge loops. That shouldn’t build it twisted. Make sure one of the cylinders wasn’t rotated and that their vertexes are across from each other (not that I’m sure that matters).
Once they are joined, you can then disolve what you don’t need.