Here's an idea I had. It's not really feasible since the heat sinks aren't readily available and would be crazy stupid to custom make. It was fun to put it together in Sketchup though.
When you put four together, they create a tunnel:

I like this,
1 mod I would suggest is make the surface area of each pin equal.
That would mean that the shorter pins were progressively fatter.
That may give a more even heat draw from the board, also more even heat dissipation.
cheers,
Kev