I don't believe they have heat sinks, do they? The only heatsink I can imagine would be on the 7805 regulator. If that's what you mean, you can run it without a heatsink if you need to, but it will run very hot. It's better to have it attach to some kind of flat piece of metal to dissipate heat without taking up too much room.
If you're talking about heatsinks on the chips, you shouldn't need any. I've never needed any on my model 3.