Ok, you're not getting it.
In this particular situation, to regulate voltage, you have to dump it off somewhere...HEAT...which equates to WATTs.
Again, in this particular situation, it's a bit like regulating water pressure. If you've got 100 PSI coming in and you only need 5 PSI, this circuit might dump the extra 95 PSI on the ground and leave you with 5 PSI. (no, water pressure regulators don't work like that, it's just an example)
Since WATTs = Volts x Amps, if you've got 36 volts coming in, and you want 6 volts coming out, you have to dump those extra 30 volts somewhere...again, HEAT. So, 30 volts at 300mA = (30 x .3) = 9 WATTs.
If you started off with only 9 volts and regulated that down to 6 volts, you'd only have to dump off the extra 3 volts. And 3 volts at 300mA = (3 x .3) = .9 WATTs.
So, the key is to NOT dump off so much extra voltage, or get rid of the heat faster. In this case, if you are still trying to put 36 volts in, you aren't going to dump 9 watts thru a heatsink. I don't care how big it is. The heat just won't move fast enough from the regulator to the heatsink. That's all there is to it.
Even if you rebuilt that circuit using those '3055's, even if those '3055's are in a TO-3 package, good luck dropping 9 watts across ONE of them. You might get away with dropping it across 3 of them...but why?
In short, you aren't listening to the advise given, you aren't paying attention, you don't know that you don't know what you don't know, and/or don't have a grasp on basic electronics yet.
You might get away with using three of those circuit back-to-back, with each one dropping the input voltage a bit, say the first one drops from 36 down to 24, the second one from 24 down to 12, and the last one from 12 to 6.3. maybe...