It's a question that dates back pretty far in gaming, not the least of which is because D&D came along with 10 gold coins to the pound. A nice, heft, 1.6 oz hunk of gold that you expected to find, and dispose of, in the thousands.
But how big are they?
There was an article in Dragon Magazine, issue #80, which took a look at it.
"How Many Coins in My Coffer?" by David F. Godwin
In that article, the author came up with this for AD&D gold coins:
Weight: 0.1 lb. = 1.6 ounces = 45.36 grams
Diameter: 1 1/2" = 3.81 cm
Thickness: 0.1" = 0.254 cm = 2.54 mm
Volume: 0.177 cubic inch = 2.9 cc
Specific gravity: 15.66
I also recently stumbled across this chart:
Gold Coin Size Chart
I'm not sure how accurate it is for real-world use, but it could be useful for gaming. There are a lot of coin sizes each with gold purity, weight in ounces and grams, diameter, and thickness. It's probably not too hard to find a coin of the same size, and something of the same weight, for a chance to see and feel the size of the coins in your game.
Felltower's gold coins are 250/pound, which makes them fairly small - 0.064 ounces, and probably ~14mm diameter and 1.4mm thick. See, I probably should have gone for 50/pound like I've thought in retrospect.