I did - there is thermal paste between the HEI and the aluminum plates and also to the casing. It couldn't really have gotten that hot yet since the car didn't actually run, haha. But the ECU gets pretty hot where it's mounted (somewhat close to the exhaust manifold, so I should maybe move it somewhere else when I rewire it.
Mines mounted with a tiny GM coil to the top of the passenger side inner fender on my 65 Picnicuda. No heat problems, and short wire run to the distributor part of town.