+1 on the thermal adhesive , if it where me and i had leds that screwed on i would put heat sink grease in between the led and heatsink anyway so might as well save the drilling step.

Adhesive is fine, but when the LED burns out, you'll be cursing the stuff when trying to remove it. Taking a little extra time to drill/tap & use screws might save some frustration down the road.

I want to drill/tap because led tech is still changing and it will allow me to swap and change the leds easier.

I plan on using thermal compound to help with the heat transfer.

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