He wrote more about it and covered heat at http://runawaybrainz.blogspot.co.uk/2012/04/audio-crystal-cm...

Seriously nice work. Tempted to build something similar myself.

Not really.

A headphone (even a big one) uses little power. For this amp, output power is around 200mW apparently.

Sure, acrylic is not the best conductor of heat around, but I'm guessing the tight coupling to the chip casing and low power makes it a non issue.

Probably not, it's encased in acrylic. Acrylic has a thermal conductivity 10x that of still air.