We introduce a generalization ${\rm{\pounds}}_d^{(\alpha)}(X)$ of the finite polylogarithms ${\rm{\pounds}}_d^{(0)}(X) = {{\rm{\pounds}}_d}(X) = \sum\nolimits_{k = 1}^{p - 1} {X^k}/{k^d}$, in characteristic p, which depends on a parameter α. The special case ${\rm{\pounds}}_1^{(\alpha)}(X)$ was previously investigated by the authors as the inverse, in an appropriate sense, of a parametrized generalization of the truncated exponential which is instrumental in a grading switching technique for nonassociative algebras. Here, we extend such generalization to ${\rm{\pounds}}_d^{(\alpha)}(X)$ in a natural manner and study some properties satisfied by those polynomials. In particular, we find how the polynomials ${\rm{\pounds}}_d^{(\alpha)}(X)$ are related to the powers of ${\rm{\pounds}}_1^{(\alpha)}(X)$ and derive some consequences.