just get really clean threads, if you dont need to take it apart that will be fine(this may gall even though the meatals are different) , if so try MoS2 grease. If you never need to get them apart again then there is probably a solder designed for this couple. If its still not good enough you might be able to use some of the silver heat sink paste that is used on CPU's. It's not too expensive and should work great (though pure Al has at least 8x the thermal conductivity, and pure Cu even more)
HTH
nick