Attaching a heatsink to a DRV8825 stepper motor driver
It is a little bit confusing but the pad to place a heat sink to, is on the under side of the PCB. The pad at the text "md20b". 

Maybe you could use small heat sinks for computer graphics card memories? They can be attached with thermal conductive double sided tape. 

Doing a Google image search for drv8825 heatsink gave a couple of hints on how to do this. Apparently you put the driver board on a couple of pin header risers, and/or place the PCB upside down.