Another option is to add a flex or riser board, which contains the thermistor and brings it up close to the heatsink, preferably mounting to it.
So, you could have a (rigid) PCB that slots into the main PCB, back facing the heatsink (with thermal goop, and maybe a screw to hold it there -- BTW, mount it before soldering, to minimize stress), thermistor on the front. Downside: FR-4 is a terrible conductor, thru-plane, so this will not respond quickly, or particularly accurately (especially if there is much airflow around the thermistor!).
With flex, you could put down a layer of tape (to insulate the heatsink), then a dollop of paste, then the thermistor (on flex, facing the heatsink), then another piece of tape to hold it there.
I've done a variation on this, where I tack a chip thermistor (e.g. 0805 size) between two wire leads, dip the assembly in epoxy, and use epoxy and tape to mount this in the same way. Mind, this is a tedious method (and not particularly reliable, if the wires stress the component and it cracks), which I only do for prototypes, out of laziness for actually buying a proper mountable one.
It's too bad the lug-type thermistors are all on the expensive side (usually $5+, probably can get lower from other mfgs/sources), but they are handy and save a lot of assembly labor!
Tim