That stuff it made for structural things. There is hardware made to go in the slots. Think about unistrut and how they make brackets to bolt pieces together and build a structure without welding. It's similar to that. Personally, I wouldn't use it for a heat sink because it will likely just hold heat. For a heat sink, you want something with a lot of surface area, and little mass. In other words, you want something that will absorb AND dissipate heat.