the new EZLs used to come with the paste already on them, and a protective wax paper or plastic wrap was used to keep it from making a mess within the box.
now it comes in a little syringe, but you still cant buy the compound from the dealer.
Radio Shack has "Heat Sink Compound" also called "Heat Sink Grease" part number Model: 276-1372, Catalog #: 276-1372
http://www.radioshack.com/sm-buy-the-heat-sink-grease-on-http-wwwradioshackcom--pi-2102858.html