I will offer my $0.02-
You can effectively transfer heat using a thermal transfer adhesive. It works.
How do I know? I used it 25 years ago to glue heatsinks on the backs of special metal mirrors, and then used those to direct 600 watt laser beams. This was an R&D project, and I did the calculations to verify before hand. They lasted for years. A little more demanding application than a couple of watts from an LED, IMO.
I'm guessing the thermal transfer adhesives available have improved since then too.
The real question is why would you want to? The adhesives that I'm familiar with (epoxies) would not be easily removed.
Personally I would screw them down using heat transfer compound so I could easily change them out when failures occur. More work, yes.
FWIW-In the above mirror application, I glued them because if the mirror failed it would suffer catastrophic damage anyway, and have to be replaced.
-JMHO