I agree that using thermal adhesive is easier and it's not a big deal to change LEDs if that need arises. Drilling and tapping is definitely better for heat dissipation from the star to the heatsink. I've drilled thousands of holes in aluminum (not just LEDs) and have never broken a drill bit or a tap. Aluminum is a very soft metal compared to steel which is relatively easy to break either.
I repectfully disagree. The LED is only pinned down with pressure on the star at two points with screws. Sure it has thermal paste under it but I feel the thermal adhesive is a more solid, even and heat conductive surface across the entire star. Would you see a noticable performance differance between screws and thermal paste compared to thermal adhesive? Probably not.
The ease of the built with thermal adhesive is much quicker, cheaper (no screws, washers, taps or drills to buy) and I didn't want to worry about thermal paste which stays moist over the water where the adhesive actually dries solid.
I actually broke to cheap 8-32 taps from Lowe's trying to tap holes to mount my two heatsinks together with angle iron. I was using the correct size drill and cutting oil too. The aluminum that those heatsinks are made of is very hard. But the drill and tap from Lowe's for only $5.00 was probably to the highest quality either. If I was going to do it again I would go to Aubuchon's and purchase Irwin taps and drills.