Application based Heat sink design for Power diode
Yes, you need to consider the thermal resistance of the metal-to-metal interface. It is common to use thermal grease between two metal surfaces to reduce the thermal resistance. You mention "conductive paste" in your question but it was not clear where this paste was used in the assembly, or whether you specifically meant a thermally conductive paste. You can also buy thin sheets of a rubbery material that can be used for the same purpose.

Since you are creating a non-standard assembly you will need to measure the thermal resistance of the interface yourself.