To EmmanuelFaure:
Interesting idea to mount the reference IC top down (dead bug) and to use Cu wires to connect it. If only the ref IC is heated, there is a varying temperature gradient along the wires and an according thermal flow over the reference pins. The question is whether the thermal voltages at the transitions Cu - pins(W,Mo) - Au - Si are small enough. It is worth a try.
With the HLT1236M module, the temperature rise of the reference chip due to self-heating should be very constant, providing there is no significant load at the reference output. With dead bug mounting, the mechanical stress could be minimised, but the temperature sensing on the chip should be used anyway. But, the time constant is increased with the thermal resistance board to chip, which point is critical.
If you don't use on-chip temperature sensing, you could use the LT1027, which has lower noise.