It will be a solid mass when you are done. You could drill through that and run the wires through the holes.
I would layer some 3M copper tape around your heatsink and press it into the mag tube. You should be able to achive a nice snug fit with no air gaps.
Regarding your tailcap, and removing anodize to make electrical contact. Drain-o and Lye based drain un-cloggers will dissolve Mag-anodize. Just fill the cap with drain-o for ~15 minutes and let the stuff dissolve.
Ok, thanks for all the help everyone. I followed kramers advice and heated it up on the stove and did that. So now what should I use to fill the space between the heatsink and the tube? Would something like this work?
scaru, did you never play with tin soldiers? My dad bought an old set on a peddlers market, containing kilos of tin bars and forms to make our own soldiers. Thats what I use to fill large gaps, hollow pills and so on. Way cheaper than solder but pretty much the same.
There are a lot of people out there selling aluminium heatsinks for Mags.. some large threads over at CPF, but imo its a huge difference if you make something on your own or buy it somewhere.
Btw, I really had to laugh at the conversation with UPz! "I built some.." - "You sell those?" - "Nope. :P " :D
You can do a foil using a piece of copper from a pipe: Cut the pipe to have a square flat piece. Then, use a big and flat hammer (and a lot of time and effort) to reduce thickness till it matchs the gap.