"Is it fine to simply screw the package into a drilled and tapped heat-sink without using a nut?"
Not my field so 'IMHO', but I'd worry about getting adequate thermal contact between the package and the heat-sink.
Also, IIRC, setting bolts into a block thus requires some extra machining. In addition to 'base clearance' or a through-hole, I'd expect a shallow counter-sink or counter-bore to allow for incomplete threading of the bolt. That may not leave much thickness for a thread, meaning you'd need a back-nut for security...
Unless you are using a seriously massive block as your heat-sink, which is inefficient unless doubles as structural, IMHO, you'd do better with a 'clearance' hole, heat transfer gel & washers and a correctly torqued back-nut in the usual way...
YMMV.