Is it the JB Weld or the bolt and nut?
A quick search seems to suggest a consensus that JB-Weld is not a very good thermal conductor. As suggested,a thermal epoxy would be an improvement.
I have some 1" square aluminum tubing stock left over from rebuilding a trailer. Perhaps I can use that to build a light, and make the whole body the heatsink. Hmmm...
That seems to be a popular method among DIY light builders.