I want to make a list of options and resulting pros/cons as I am having a hard time to keep track and overview myself.
In general we have two applications (development, production) that have different requirements.

Option 1:
Andon Socket
10-30-07A-237-400T4-R27-L14 USD $26.95ea (if we order 500pcs)
Pros:

• relatively simple to assemble and solder on PCB

Cons:

• We would need to mill out the sides after soldering to make space for the cooling metal parts.
• We need to order a high quantity to get good prices

Option 2:
237x single pin soldering with CMV12000 defect sample as alignment tool.
$80.90/K (if we order 100K pcs) = 19.17$ per sensor (237 pins per sensor)
Pros:

• good solution for cooling as there is lots of space underneath the sensor for airflow and attaching our cooling heatsinks

Cons:

• We need to find a way to (semi)automate the pin placement and alignment during soldering process.
• We need to order a high quantity to get good prices (its not much cheaper than the Andon socket)

Option 3:
Soldering image sensor to PCB directly.
Pros:

• cheapest option
• sensor is made to survive reflow process
• for developers/debugging we can use the ZIF socket and switch to soldering sensors to PCBs for production

Cons:

• attaching heatsink under the sensor gets more tricky (pins are 2.5mm long, PCB is 1.6mm, leaves less than 1mm for heatsink part)
• sensor cannot be replaced (the board plus the sensor is the module which can easily be replaced though so that might not be a problem)

Anything else?