Spectacular thermal resistance numbers for that FET! I use IXYS FETs for my electronic loads and they've worked wonderfully at continuous operation above 140C. I didn't check the gate charge numbers but you controller guys know a LOT more about that than I do. My loads use FETs biased in their linear region and a gate charge as high as one farad wouldn't even be a problem!
You can mask off areas, and only selectively apply the anodizing, but the anodizing has so little an effect on the thermal resistance of the metal-to-metal interface that it's usually not worth the extra cost for the masking.
[Edit] Just a note...you can only anodize aluminum. I'm not aware of any insulating method for copper that has a low thermal resistance.
To carry the heat away, you'll definitely will need a thermal transfer compound or material though. Metal-on-metal contact has a very high thermal resistance due to the very low surface area of the metal that's actually touching. The micro hills/valleys need to be filled in by a compound or pad....preferably compound. All depends on the power you have to move though. 5W, no problem with only metal-on-metal. 50W, big, big problem without compound.
How many watts of heat do you estimate each FET will have to dissipate?
LOL, sorry about all the design questions. I'm just fascinated with high-power thermal-transfer design and it always leads to lots of questions.