Mix up your epoxy if you're using that. I decided to go with this stuff as it gives the best thermal transfer as compared to using a thermal paste + screwing them down.
Use just a little bit of epoxy on the bottom of your LEDs.. a thin blob about 1/4 the size of the mixing tool.. here I used too much.
This one is just about the right amount.
Blues all stuck down.
Wire them together, positive of one to negative of the next.
Test firing the blues.
Here are the blues dimmed as far as possible using my current dimming circuit, as you can see, the driver is putting out 50 mA at this point and they will still make you see spots.
This is the dimming circuit I put together - courtesy Evilc66 in a thread on RC.