Experimental mounting for high power LED
Just attach it to a small plate of aluminum or a cheap hetsink using thermal conductive adhesive. 
Size of the Aluminum plate depends on how high you allow your Delta T to be.

You can approximate the thermal resistance of the aluminum part to air using this formula:

Rth = 1/(α x A)

α ... heat Transfer coefficient [W/m²K] (ca 5 for free convection)
A .. Surface area of the aluminum part [m²]

Eg.: 10x10cm aluminum plate results in an approximate Rth = 30K/W