This all depends on your desire for future removal of the heatsink.
You can get a two-part thermal epoxy from Arctic. Just be careful to apply it so that it doesn't contaminate conductive leads or surfaces.
Adhesive thermal tape also may work.
Not having done this, but from what I understand the best way to do something like this is apply a minimal amount of thermal paste in the center and the tiniest of drops of super glue to each corner of the heatsink.
Not having done this, but from what I understand the best way to do something like this is apply a minimal amount of thermal paste in the center and the tiniest of drops of super glue to each corner of the heatsink.