We report on the energy transport between two coupled probes in contact with granular thermostats at different temperatures. In our experiment, two identical blades, which are electromechanically coupled, are immersed in two granular gases maintained in different non-equilibrium stationary states, characterized by different temperatures. First, we show that the energy flux from one probe to another is, in temporal average, proportional to the temperature difference, as in the case of equilibrium thermostats. Second, we observe that the instantaneous flux is highly intermittent and that fluctuations exhibit an asymmetry which increases with the temperature difference. Interestingly, this asymmetry, related to irreversibility, is correctly accounted for by a relation strongly evoking the Fluctuation Theorem. As is, our experiment is a simple macroscopic realisation, suitable for the study of energy exchanges between systems in non-equilibrium steady states.