from a little poking around, gallium bought in bulk (100g or more) is about $1.70 a gram, you'd probably only need a couple of grams to get a thin layer (that wouldn't drip onto the MB) on a socket A processor.
However, gallium is listed as "causing burns in direct contact with human skin", so i imagine it probably oxidizes with air without much hesitation. but that doesn't make sense; i remember melting gallium by hand in my high school chemsitry class. perhaps its very midlyly corrosive, especially at higher temps and over prolonged times. any ideas on how to keep it from corroding? would it react with the CPU itself? i don't really have the spare resources or time to be testing it out myself, and besides, i'd rather keep the idea open.
it should be easy to just manufacture heatsinks with a thin layer of gallium on them; you'd just clip it onto the CPU, and when the cpu got warm the metal would melt and fill all the airspaces. and if the heatsink ever shifted and airspaces caused the CPU to heat up, the metal would just remelt and refill the new holes.