Photons are pointlike elementary particles, as defined in the Standard Model. They do not have any substructure, or spatial extent.
Now there is something called the cross section.
In physics, the cross section is a measure of probability that a specific process will take place in a collision of two particles.
Cross section is typically denoted σ (sigma) and is expressed in terms of the transverse area that the incident particle must hit in order for the given process to occur.
There is no simple relationship between the scattering cross section and the physical size of the particles, as the scattering cross section depends on the wavelength of radiation used. This can be seen when driving in foggy weather: the droplets of water (which form the fog) scatter red light less than they scatter the shorter wavelengths present in white light, and the red rear fog light can be distinguished more clearly than the white headlights of an approaching vehicle. That is to say that the scattering cross section of the water droplets is smaller for red light than for light of shorter wavelengths, even though the physical size of the particles is the same.
https://en.wikipedia.org/wiki/Cross_section_(physics)
So basically photons are pointlike particles, and even if you try to use the cross section to define any kind of size for the photon, you will end up running into problems:
the photon cross section varies depending upon what it is interacting with
it varies on things like photon energy and polarization
varies upon the type of interaction, absorption has different cross sections then scattering
If you want to go very basic, and want to know why microwave photons can't pass through the mesh of the microwave oven, then you can use wavelength as a basic indication. Contrary to popular belief, the wavelength of a microwave photon is larger then a baseball.
It’s a bit odd to think of a microwave photon as being larger than a baseball, but it is a simple way to explain how mesh reflectors work. The “size” of microwave and radio wave photons is simply too large to fit through the mesh, and so are reflected. Visible light is much smaller, so it easily passes through the mesh. It’s important not to take this model too literally, but it’s good enough for rough estimates.
https://archive.briankoberlein.com/2015/04/14/thats-about-the-size-of-it/index.html
Now you are confused by pictures where the E and M field components are creating a wave like patter. But in reality, the photon, is not oscillating in a wavy patter, better said, it is the vector of the E and M fields that oscillate.
In light propagation, oscillation does not mean any movement in space. It is the value of the electromagnetic field, at one given point in space, that oscillates. For electromagnetic waves, there is no matter or photons that go up and down. Instead, you have to imagine that there is a little arrow associated to each point in space: this little arrow is the electric field direction. Another arrow, at the same point, is the magnetic field. These two arrows change size and direction with time, and in fact they oscillate.
How to imagine the electromagnetic waves?