Yeah you could use basically any good brand 2-part epoxy since you're sticking the heatsink to something else. Thermal epoxy is costly but will work too.
The problem have with these is that huge hole in the middle. I would not run any LED over 300mA with this heatsink. The hole is in a fatally unfortunate spot, right where the heat is produced and where heatsinking is ESPECIALLY critical.
For the price, you could buy a 12" strip of their other heatsink ($10) and cut it into 1" long squares for individual LEDs. You'd have 11-12 of them for $10.
To cut them all you need is either a miter saw, a table saw (with sliding square), a reciprocating "sawzall", or jigsaw with a clamp to hold it.
You could sweat it with a handheld hacksaw too. De-burr it with sandpaper or a dremel with a sanding drum on it.
But I would not use this: