Understanding the coupled thermo-mechanical behaviour of compacted granular beds can benefit various industrial applications, such as pebble bed design in fusion reactors. In this study, a thermo-mechanical discrete element method based on our previous work is improved and adapted to investigate the cyclic thermo-mechanical performance of gas-filled granular materials composed of elastoplastic grains. An interparticle contact model is developed considering the plastic deformation of grains. Through the simulation on a representative volume element of beryllium pebble beds, we provide grain-scale insight into the evolution of thermal conductivity and stress. The simulation results suggest that the network of thermal contacts is impeded by plastic deformation leading to a significant drop of thermal conductivity during cooling. This effect can be suppressed by increasing the initial packing factor. Not limited to pebble bed design, the conclusion of this work can also pave the way for optimizing powder-based manufacturing and energy storage, where combined thermo-mechanical loading conditions and elastoplastic deformation of individual particles are involved.