I have not done this myself but I have seen elsewhere comments from people saying that they have used SSDs even without the heatsink attached in a new Mac Pro. The general comment seems to be that trying to remove the heatsink from an old SSD is difficult and may result in damage.
I have to say I am also finding it confusing to work out the relationship between these product codes. There are actually two different codes on these SSDs, one is the MZ-KPV1T00 or MZ-KPU1TOT each followed by a revision number, and the other is 665-1860 followed by a letter.
I am currently guessing one of these codes refers to the model and revision, and the other refers to which model Mac it is for. As a result I have seen 665-1860D listed on both a MZ-KPV1T00 and a MZ-KPU1TOT with the implication that the 665-1860D is a 1TB SSD for a particular model Mac, and the MZ numbers are the different generations and revisions of SSD. As you are probably aware the 2015 model/revisions are twice as fast as the 2013/14 versions and they in turn are faster than previous ones.
As a result I believe that a MZ-KPU1TOT/0A6 (2013/2014 model) is actually older and slower than a MZ-KPV1T00-0A3 (2015 model)
Note: There also seems to be a MZ-KPV1T0R-OA2 which I believe to be another 2013/2014 model