this was my first thought. one slight bump where you drilled a hole and the coupling is goneyou might want to check for good thermal coupling with the heatsink. In doubt, sand the heatsink with some fine sandpaper to make sure it's flat. If you are using isolated heatsinks (a good idea!) Mica will do but make sure it's quite thin, and you have to use paste thinly.
Personally, I used the grey "sil pad" things with mine (the TO3P ones fit just fine) and i dont have a heat transfer issue. Saves the mess of paste, too.