Another thing to try - was suggested to me when experiencing similar issues. And that is the thickness of the mig wire. I was using 0.9mm, and apparently, the 0.6mm being thinner, carries less current (albeit marginally) and will actually create less heat on similar settings, and be less likely to blow holes, or at least not as severely.

Heat sink definiitely works. Maybe try both? I actually managed to weld a nut to a timing case (on an aussie hemi 6 if anyone cares, to make a cam thrust end stop) - which would normally warp and be useless with an oxy, but I managed it with a block of copper and sat the timing case on it.

If you are really mad keen - I reckon it's probably possible with some mig welders out there to modify them so their lower, or lowest setting is lower than they come from the factory, specifically for very thin metalwork like that. I think I've read about it on another forum. IIRC it was on a forum dedicated to woodwork (no kidding, and I know that sounds 'wrong') - where they were discussing various tweaks to fix weak/inconsistent wire feed motors and transformers on some of the home user level mig welders out there.