Routing LFPAK MOSFETs
No, don't use thermal relief vias. The reason they are that large is so that they WILL fill up with solder, that will make a strong heat connection to the other side of the PCB. I have done several PCB's using this method, and it works well, the MOSFETS will solder just fine. 

The PDF used 1 oz for its simulation, which usually is 1/2oz base and 1/2 oz plate. I would recommend using at least 2 oz copper, (1oz base, 1oz plate) if you have other smaller SMT parts on the board, or a heavier plating if just the MOSFETs. If you can get 3oz or 4oz, you will have a much better heatsink. 

Look on page 17 of that PDF, more holes used to link the layers the cooler the MOSFETS ran because they had better thermal connection to the other layers of PCB.