We studied the magnetic properties of self-assembled aggregates of BiFeO3 nanoparticles (similar to 20 nm-40 nm). The aggregates formed two different structures-one with limited and another with massive crosslinking-via the "drying-mediated self-assembly" process following dispersion of the nanoparticles within different organic solvents. They exhibit large coercivity H-C (>1000 Oe) and exchange bias field H-E (similar to 350-900 Oe) in comparison to what is observed in isolated nanoparticles (H-C similar to 250 Oe; H-E similar to 0). H-E turns out to be switching from negative to positive depending on the structure of the aggregates, with |+H-E| being larger. Magnetic force microscopy reveals the magnetic domains (extending across 7-10 nanoparticles) as well as the domain switching characteristics and corroborates the results of magnetic measurements. Numerical simulation of the "drying-mediated self-assembly" process shows that the nanoparticle-solvent interaction plays an important role in forming the "nanoparticle aggregate structures" observed experimentally. Numerical simulation of the magnetic hysteresis loops, on the other hand, points out the importance of spin pinning at the surface of nanoparticles as a result of surface functionalization of the particles in different suspension media. Depending on the concentration of pinned spins at the surface pointing preferably along the easy-axis direction-from greater than 50% to less than 50%-H-E switches from negative to positive. Quite aside from the bulk sample and isolated nanoparticle, nanoparticle aggregates-resulting from surface functionalization-therefore offer remarkable tunability of properties depending on structures.