The 3M 8926 is an adhesive tape/sheet product we have on hand that may work. Please note that while it does have electrically insulating properties, the ability of any thin adhesive material of the sort to ensure electrical insulation from a heat sink is limited, due to the potential for burrs and such to poke through the material.
There are materials like polyimide films which are more robust as electrical insulators, but these tend to lack adhesive capability. Further explanation of thermal interface materials and their selection criteria can be found in this post.