i guess its one of the reasons for taking a higher current relay for the task?
if its drawing in practice around 15A and my relay is capable of 40A, wouldnt it heat less?
Not necessarily. Any relay that has the same voltage drop that is carrying the same current will have to dissipate the same amount of heat, regardless of their rating. As stated before, but in a slightly different form
P=IV
So Power of current times voltage drop. This is always true regardless of the relay, or any other component for that matter. This will manifest in resistance heating, and needs to be dealt with accordingly. As stated above make sure you that you use a good conductive compound to attach the heat sink to the relay, this ensures that the heat can conduct away from the relay into the heat sink, which can then conduct the heat away in the form of convection. Also note that you need to put your relay in some sort of electrical box. Having open wiring, especially at such high currents, is not a good idea.
@retrolefty
Any good way to have the relay in an electrical box, but also dissipate heat appropriately.