I would think that the thermal sink that the collet provides should enable you to clamp the heat break in a collet (have a look at the E3D Kraken - [
e3d-online.com]) but I'm not sure how you would feed the filament in.
You could always make a heat sink the same shape as a collet and use it to replace the finned heat sink in something like this (http://e3d-online.com/E3D-v6/Full-Kit/v6-1.75mm-Universal-Bowden) - might be a bit tight on space depending on the layout of the collet clamp. The cables would run outside with the filament feed being through the headstock.
You will find that the mass of the slides limits acceleration and top speed so it won't be ideal but it's worth a go :-)