It depends.
If classes naturally belong together, and are not suitable for general usage - i.e. they are specialized for a purpose - I don't see a problem with "lumping them together".
If they are merely building blocks, and will be reused in a multitude of other classes, it is better to try to keep them small and simple.
The most challenging task is to avoid circular references and polluting "clean classes" with methods that use types from other classes.
When you need such bridges - you need to take extra care in how you design them.
Use dependency injection, use adapter/proxy classes, divide and conquer.