Desoldering mosfets on a heatsink at once
Loosen the screw on all components to remove the heatsink first. The heatsink absorbs most of the heat from your soldering iron, making it virtually impossible to desolder the components. 
If possible try to heat the solder joints with a hot air dryer so that the component can fall out when all the solder joints are warm enough. 
However, this is not easy without professional equipment.

When the screws are out of reach, it doesn't get any easier. Then you'd have to make sure that the heatsink is getting to the right temperature, which could lead to thermal destruction of the components.

If the components are damaged anyway and are not reused, tweak all pins of all components. Then you can desolder the remaining pins individually from the PCB.