That heatsink says it's rated for up to 125W, which I'm not sure will be enough for the 265K (Intel says 250W at max boost). I don't have a specific chassis in mind; the one I linked was just one I found with a quick search. I haven't purchased server hardware before so I'm not really sure what to look for. Do you think buying a generic microATX compatible chassis and a similar heatsink (higher rated power if I can find one), then adding a ton of high RPM fans and possibly some custom airflow guides to get very high airflow through the heatsink would work?
I can't go with a server grade mobo/CPU as Minecraft servers need very high single threaded performance which you can only really get with desktop CPUs (at least at non-insane prices).