Twin link doesnt remove gets hot for explosive shots.
Gets hot for explosive: Roll a d6 before every "gets hot" shot, every 1 is a wound (or on 4+ a glancing hit)
Twin-link for explosive allows you to reroll the scatter dice and/or the 2d6 but not the "gets hot" roll.
This is different for weapons with "to hit" rolls, as the the "gets hot" roll and the "to hit" roll are the same.