We address the question of energy transport in out-of-equilibrium systems. The experiment consists in two coupled granular gas Non-Equilibrium Steady State (NESS) heat baths, in which $2$ cm-scale rotors are imbedded. These Brownian-like mobiles are electro-mechanically coupled with a resistor R, allowing energy to flow between them. The mean flux is non-zero if the temperatures of the baths differ. The resistor R allows measurement of the flux and the temperatures in each bath simultaneously. Varying $R$, we show that, in the limit of non-dissipative coupling ($R\rightarrow 0$), the heat flux obey the ‘eXchange Fluctuation Theorem’ (XFT), in a form proposed by Jarzynski and Wojcik in $2004$, for the fluctuations of the flux between finite size equilibrium heat baths. This result, here obtained for granular gas thermostats experiment, is nevertheless representative of a large class of NESS systems.