I don't know if there's a source for Mellanox specific heatsinks, you might be limited to buying broken cards on ebay for the parts.
I briefly toyed with the idea of looking through old single slot GPU blower-style heatsink-fan assemblies to find one that matched the mounting holes on the CX3 VPI boards. Then I realized that A: I can just screw a 40mm fan straight into the heatsink fins and B: 50% of the time the card doesn't even need that level of cooling so I quit looking. Tl;dr - you might also look at older GPU heatsinks, there could be something that fits.