If it's not dissipating much, you could get away with just the reg in free air. I have a little regulator that's been running that way for several years. But if it running very warm at all, almost anything would be better than a paperclip. It's not even making good contact, let alone being a poor conductor.
Epoxy a penny to the tab if you can't find a clip-on sink... or fold one from some aluminum flashing or a beer can. Extreme ghetto heatsinking, but still an improvement over a paperclip.
