Can I heat shrink my vtx  like tiny rush tank or it is better to use heat tape ? I would rather just heat shrink ...

It's your choice, but keep in mind that VTX's tend to get extremely hot and need airflow to keep them cool, so covering one with heat shrink is going to add insulation that prevents airflow directly over what would normally be a bare VTX.

We can't stop you - you can do it.
I experimented with putting little 14x14mm heatsinks on eachine nano 400mw.
Nothing scientific - but it did seem to work better. Sadly, zip tie holding heatink chopped off a SMD capacitor.

I've done heat shrink on the TBS Unify Pro32 Nano on a couple of occasions and it does okay, but that's probably not the route I'd take these days. Frequency drift and output power tend to get worse when temperature extremes appear on transmitters. Probably better to use tape, a zip tie, or a 3D printed holder with a vent.

if you stay lower than 5000mw, the shrink wont melt xD

i use shrink mostly, i use a very thin one. i doesnt like the clear one, comes with the tbs vtx.

Personally, I don't like to put heat shrink on things that get hot.
Some of my VTX units seem to get pretty hot. Maybe the heat
shrink won't melt, but I just don't trust it. Just me, I guess.

The only thing that I use heat shrink tubing as a securing method
is the GPS and sometimes RX receiver antenna. For everything else,
I manage to bolt on, zip tie, or similar physical method to secure it.

I generally buy VTXs with mounting holes. Since I use a lot of whoop 
type AIO FC boards, I tend to buy VTX units that mount using the same 
format on top of the FC like the old "stack" systems.