if you want to purchase a thermal glue you can.
I personally use the normal thermal compound, with 4 little drops of cyanocrilate, at the 4 corners.
Apply the thermal grease on the chip, then clean the 4 corners, apply 4 "very, very little drops" of cyanicrilate at the 4 corners and push on the heatsink . . . .QUICKLY ;-)
It works and you can easily remove it, if needed.
NOTE- pay only attention to use the right amount of thermal compound (to avoid that the thermal compound, goes onto the IC pins)