Personally, I always use screws in all the LED projects I've done, whenever it is possible. Firstly, heat tranfer will be better than thermal epoxy. Secondly, it will be easier to replace or upgrade the LED when necessary. I've had LEDs damaged or deteriorated even when driven at spec with PROPER heatsinking.
But if you don't want to wait and is adventurous, I've read of people mixing thermal paste with epoxy to made their own "thermal epoxy"!