I know that the big, red Lynx heat sink is an impressive sight, but if you are running LEDs only, or 100 count strings of incandescents (1/3 amp each), then it can be left off.
Alternatively (and I did this on some of my non-Lynx AC controllers), a thin bar of Aluminum from Home Depot with 16 holes drilled into it, will boost the power dissipation capacity a lot.
If you've already soldered in the TRIACs, you will have a hard time mounting the Lynx heatsink because it is precision drilled.