There is no problem with mounting multiple MOSFETs on to one heatsink. It is done all the time in various products. Sometimes the heatsink assembly becomes part of the mechanical structure of the product.
The main problem you face is that most high power components like MOSFETs will have a bare metal thermal conduction face on the component. Most often this metal face is electrically conductive to one of the MOSFET component leads or may even be one of the leads itself. It is rare that multiple MOSFETs in a circuit will have the metal face on all the components be connected electrically to the same circuit node. This means that when mounting onto the common heat sink it becomes necessary to use a mounting technique that isolates each component from its mates on the heatsink. Here is an example of isolation using thermally conductive insulation pads. Some components will also require insulating the screws from the component as well if the hole in the MOSFET is right into the metal part of the package.

Here is another example:
