Two things:
1. They aren't capacitors they will be MOSFETS; a type of transistor through which power is supplied to the CPUs and yes, they do get hot.
2. Something that is often done by extreme water cooling types is removal of the heat spreader by slow and steady wet'n'dry sanding. Basically wet'n'dry attached to a piece of glass, for good flat hard surface, and holding the CPU in hand slowly grind down the heat spreader until the core is exposed. Do a little research on a forum like
xtremesystems (note they are down at present as they are being upgraded) and you'll see what I mean. Pretty much the same technique used for heat sink lapping just applied to the CPU instead.
All in all despite the apparent set back I've got to give it to Apple, that is a very efficient cooling design they have there. It's just a pity about the embedded screamer fan :/
By the way thanks a bunch for these pictures. I am currently tossing up whether to do a custom water cooling job on mine once I have it and these pictures answer a few questions I had. Now if only there were similar pictures of an Apple 4870 stripped down I would be set