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But totally worth it for the thermal transfer.Screwing the LEDs down offers the best thermal performance. Using thermal epoxy or thermal adhesive pads work very well also, but not as well. Drilling and tapping a large array is tedious work though.
I may be off in my understanding but without the transfer of heat from the LED to the heat sink the LED would build up so much heat it would burn up in just a few minutes depending on how hard it is being driven. I have seen some test units get so hot they desolder themselves from the star.

