We report the processing, analysis and testing of magnetocaloric composite materials consisting of La-Fe-Co-Si particles of various size fractions and a polymer matrix. All of the composites have working temperatures close to room temperature. The composites were pressed into thin plates, a geometry favorable for testing the composites in an active magnetic regenerator (AMR). In order to investigate the influence of particle size and binder type (epoxy), eight different epoxy-bonded La-Fe-Co-Si plates were made and analyzed. We found that the higher filling factor that can be achieved by using a mixture of several particle size fractions has beneficial influence on the thermal conductivity. Tests in the AMR revealed that a maximum temperature span of approximately T=10 K under magnetic field change of 0H=1.15 T can be obtained at no cooling load conditions. The stability of the measured T values and the mechanical integrity of sample after cyclic application of a magnetic field have been monitored for 90,000 cycles and showed no significant changes. We therefore conclude that epoxy-bonded La-Fe-Co-Si magnetocaloric composites have good magnetocaloric properties at low material-processing costs and hence represent a competitive way to produce magnetocaloric materials to be used in AMR.