A couple of pictures of the heatsink being installed, if it helps anyone.
First thing was to line up the heatsink over the CM3 processor, the heatsink had some sellotape folded over itself on the top (bigger) side...
I put the case back on, flipped the whole device over and took the case back off leaving the heatsink in the correct position on the top cover. After marking its position with a felt pen and cleaning up the heatsink, I cut and attached the thermal tape to the heatsink, then stuck it back in position on the top cover...
I had some thermal paste lying around already so I used that, simply added an appropriate sized blob to the top of the processor before putting the top cover back on and tightening back up...
I may at a later date put some epoxy onto the heatsink and cover to make it more secure but it does seem pretty secure already.
Running with the following settings:-
I had all CPU's maxed out while watching a TV show for half an hour and the temperature on the info screen at the end was 48C with an ambient temperature of 21C, after 3 minutes of idling the temperature was at 40C .