Aluminum will always have a passive layer of Al2O3 as it is highly reactive with O2.
However, if the intention is for a themite reaction, the finer the particle size, the better.
I always wondered what would happen upon inserting a Magnesium metal sheet into an aqueous bath of an Al salt (possible Al strips or plating that could be manually scraped off to produce fine/reactive Al?).
Or, one could use very fine Mg powder (or, a precipitate of Mg metal) and add it to an Aluminum salt solution.