What I have seen used in recent years is a Thermal paste called Shin Microsi. You will find it preprinted on most high end computer heat sinks. It is Grey and at room temp it has the consistency of peanut butter.
Usually the heat sink paste is intended to fill the micro pores of each mating surface, so a very thin coat of thermal material between the surfaces is best.
I would recommend that you first polish the contact surfaces with 0000 steel wool down to a mirror surface then apply a thin coat of Shin Microsi or one of the "silver" based Thermal paste products. A mechanical clamping mechanism would be necessary as well, similar to what is used on computer processor sockets.
Or could you use an active load instead of resistors and reuse that power elsewhere.
