We investigate the mechanical behavior of a confined granular packing of irregular polyhedral particles under repeated heating and cooling cycles by means of numerical simulations with the Non-Smooth Contact Dynamics method. Assuming a homogeneous temperature distribution as well as constant temperature rate, we study the effect of the container shape, and coefficients of thermal expansions on the pressure buildup at the confining walls and the density evolution. We observe that small changes in the opening angle of the confinement can lead to a drastic peak pressure reduction. Furthermore, the displacement fields over several thermal cycles are obtained and we discover the formation of convection cells inside the granular material having the shape of a torus. The root mean square of the vorticity is then calculated from the displacement fields and a quadratic dependency on the ratio of thermal expansion coefficients is established.