Im running 4 crees at 500mA in an Al housing off a bflex. They do not get hot at all when riding...slightly warm to the touch but only in comparison to the bike frame. A heat sink is not needed, well maybe if you plan to ride a lot a 1mph. As long as there is a good thermal path from the LEDs to the case they will be fine.
Do you need the cross bits separating the LEDs?