I only showed the heatsink that I use, I'm not saying that the one you've shown is bad, in fact the anchorage to the socket is the perfect one with three holes.
But my experience has shown me that the heatsinks made entirely of copper are not always better, I don't know why, although I think that what happens with copper is that it has more heat conductivity but less capacity to dissipate it, in my experience, during In those days, I often got better results with cheap aluminum heatsinks than expensive copper heatsinks, and before heatpipes were common, my preference was the copper base and aluminum heatsink. If this was not possible, the next thing was to look for a high density, and very thin aluminum. My preference for Socket 462 was the CoolJag JVC352A, but in this case I don't think it can be used.
That DYNATRON heatsink has a good density of fins, but they look very small and thick, so I think it may tend to accumulate heat in that thick base and not be able to dissipate it properly.
The Coolermaster one looks very beautiful, but I guess that it will be very heavy with only one hole on the socket anchorage. And I don't think that those heatpipes are very useful the way they are mounted. Because heatpipes conduct heat from the hottest part to the coolest part, but in that case the fins will also be very hot because they are directly attached to the base of the cooler.
My last favorite in those days for Socket A was the Gigabyte PCU21-VG, it isn't much bigger than the Socket itself, but I never used in Socket 370 because at that moment nobody wanted to buy a Pentium III because 478 and 754 were already common, in fact, the gigabyte cooler has mounting mechanisms for Socket A, 754 and 478. I'm not sure that it won't be to big in this case.
But we are dealing with Pentium III which has a very low TDP.