Sure, but then you're just transferring that heat to the MB. I personally think it would be best just to leave the gap for airflow.
Nice 1. That 9mm height though would probably be pushing it if not exceeding if sitting underneath.Samsung also has to comply with the specification for M.2. Adding a heat sink over the IC's would push it beyond the maximum envelope constraints. If you do have space, you can add finned heat sinks; there are even some specifically designed for M.2 drives, like Aquacomputer's:
It is pretty tight to the bottom of the case. I think close enough even to simply put a thermal pad between it and the bottom plate of the case.
Have you asked on the HD Plex forum?