I wouldn't worry too much about the MOSFETs - they're not delicate precision devices like a CPU. These are heavy duty components, with a maximum safe operation temperature of over 170 C (340 F) [<- That's not a mistake]
As Navid said they are directly heatsinked to the motherboard (in fact the metal heatsink on the back of them is actually directly attached to the die, as one of the electrical connections). The plastic packaging is a good insulator, so adding a heatsink to the plastic part is a waste of time, and will only block airflow.
I'd be more concerned about the capacitors - these are likely to be degraded, over time, by excessive heat. You should ensure that airflow around them is as free as possible - ideally, the air escaping from the CPU cooler should flow over them to stop heat building up.