I purchased a rather massive heatsink on the ham radio flee market.
The dimensions are 100 x 100 mm, length 140 mm.
There was a big hole in the middle of the top side. I decided to make use of it to nest the PL259. The connector will be screwed directly on the surface.
I had to drill a few holes more and make screw-threads in them.
A wide piece of cuprum sheet tin is soldered onto the connector. The strap is rather wide and close to the grounded parts of the connector in order to keep approximately 50 Ohm impedance.
The most crucial part of the dummy load - a rezistor with a low inductance, 50 Ohm, capable of burning up to 800 watts. Purchased on eBay.
The completed dummy load.