They DO get hot (very hot), so you WILL need to mount them on a generous heat sink, mounting them on a PCB will not be sufficient, they will suffer thermal breakdown.
If you have a piece of 3/16 aluminum big enough to act as a mounting plate for your application, you can drill and tap it to accept the M3 screws (make sure you use a fiber insulative washer!) to secure it to the plate, which will be your heat sink. A couple of drops of thermal paste will do you good. You will need a metric tap set, cheap enough at Harbor Freight, or your local hardware store (I hope!).
40 Piece Metric Carbon Steel Tap and Die Set
That one is carbon steel, so something soft like aluminum or copper should yield no problems with it. Mild steel and the like, you will need to go slow and easy and use cutting fluid/oil.
HTH,
Andrew