carefully with these adapters, they have copper cables with smaller φ so they heat up more then aluminium molex-sata adapter or molex splitter
Always believed that copper is better conductor than aluminium...
That is true in general. However, it also depends on the cross-section (gauge) of the cable/conductor.
What slastar meant probably was that these adapters have fairly low gauge wires. I also personally think that the molex HDD connector doesn't make a very good contact so the connector will heat up as well.