Annealed or tempered makes no difference to the heat transfer.
The part looks basically like a fancy shim. ... meaning that if you install it in a soft/annealed state, thickness matters but flatness doesn't, because the mating parts will iron it out.
Annealed aluminum is pretty gummy, so I'd be inclined to buy it in a T4-ish or harder condition, machine it in a vacuum chuck or temporarily bonded to a thick flat plate, dimension it for uniform thickness over each feature, allow a large range in flatness, and have it annealed to -O or nearly so.
Your Chinese competitors, probably already tooling up, will likely even simplify the part to eliminate machining, possibly by coining the groove, possibly by splitting the part parallel to its major plane, making it a couple of stamped blanks.
Mike Halloran
Pembroke Pines, FL, USA