I received an MC-E module from DX and wanted to get the best thermal contact possible with the body of the light.
I was thinking there must be a better solution than aluminium foil, I'd just finished a can of "pop", "soda" or where I come from "soft drink" so I cut the can into strips just wide enough to drop into my light 20mm and 750mm long, I then polished off the print with steel wool and rolled it up tight enough to push into the top of the torch where the P60 style drop in sits. By trimming the strip I was able to get a perfect fit for the drop in.
I also found that by using a finger to rub the strip against the wall of the light in the opposite direction to the way it was rolled up, I was able to really smooth and tighten the strip.
The strip remains in place when I remove the drop in and is a lot more permanent solution than foil. I guess for extra effectiveness you could apply some heat sinking compound to the strip before rolling it up.