A heat sink assembly comprises a base having one or more slots, and further comprises one or more fins, each having an end configured for insertion into a respective one of the slots. Each fin end has a first surface that is configured for conformally engaging a first slot sidewall for good thermal conduction from the base into the fin, and has a second surface configured for cold welding to a second slot sidewall for good mechanical fastening of the fin to the base. The combined thermal bonding and cold-welding engagement are produced by pressing the fin ends of the fins into the base slots at a controlled pressing rate. Further, leading and/or trailing edges of the fins may be beveled to improve airflow directed edgewise across the fins.