You can mount them thermal paste and kapton tape, I have done it hundreds of times with 16mm star sizes and up, without a single failure. It would be regrettable if any DIYers were discouraged by the additional complexity of drilling and tapping. Thermal adhesives and pads would work, although their thermal performance is low compared to thermal paste and the pads may be thicker as well. Thermal epoxy would work, although I do not recommend it.
The PSI will not affect thermal performance if thermal paste is used. I have tested that theory by pressing (with a thermally insulated tool) on a hard running COB while monitoring the Vf, absolutely no change detected by my Fluke115, therefore no decrease in Tj. Even if there were a tiny decrease in Tj, it would have an even tinier decrease in photon output.
The kapton tape is not there to press the COB against the heatsink with any force, it is there to keep the COB from sliding sideways and to eliminate the possibility of air creeping under the COB over time. The only thing that will allow the COB to come off the heatsink is if air gets underneath, breaking the vacuum created by the paste. There is no vacuum pressure until you pull on the COB, but there is no way gravity can break the vacuum. The harder you pull, the more the vacuum resists. Imagine trying to pull 2 wet CDs apart, it is physically impossible without destroying them, you have to bend or slide them sideways to allow air to break the vacuum.
Recently someone had an expensive COB fall off while operating while using the paste + Kapton tape method. I suspect the kapton let go because of an antioxidant lube that was used to coat the copper heatsink. So that has to be cleaned off with alcohol or the tape will not stick. Also we have to make sure to use enough paste to coat the entire base of the COB, as O&R just pointed out.
I agree that drilling and tapping is a PITA, especially for large numbers of small COB/LEDs and especially if it is for a large build. It makes holes in expensive heatsinks which may be a problem when upgrading or changing the design down the road. But I also recognize the professional look that it gives and in the case of CXA, the COB holders are nonsoldering and can add the ability to attach reflectors. So both methods have their ups and downs.
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