Please do not worry about it. Save your foam blocks and aluminum foil which will not help you much. Instead, think about the job that a column heater really needs to do and why we use them. Running without a column heater/cooler introduces variability in results because temperature is a key method development variable. We want a stable temperature. Once a temp is selected, it must be maintained to within +/- 1C. This is fundamental to HPLC Method Development.
Any good HPLC system must have temp control of the column. Most every column heater/cooler on the market does not actually keep your column at the specified temperature seen in the software or display. The temp shown is not for your column, but the heating element in the chamber. You have what we refer to as a "block" style heater. The aluminum fins provide the surface area which is heated. The column end fittings come in contact with the fins (usually aluminum) and any heat transfer which occurs moves into the steel column. The column will be different temperatures inside and probably not what the set temp is at all (because the temp sensor is on the fin, not the column). Because columns have liquid running through them, a temp grad exists inside so the temp is not even uniform, esp using a block heater. The "temp" shown is arbitrary.
So why do I say, "do not worry about it"? Because since all column heaters end up bringing each column to a different actual temperature (and a gradient of temp too), you can not expect one column heater from one company to ever match another from a different company. The reason it does not matter is because we really only need temperature reproducibility, run-to-run. That is the most important variable we try to control with column heaters. If the column temp changed for the runs across a day, then so would the Rt (and the results too). So we use these column heaters to establish a consistent temp all day which helps us control this variable and improve our chances of getting good % RSD each time we use the method. IOW: You only need stability. Keep the oven closed up tightly and the column pressed firmly against the metal fins or cavity in the chamber. Plug any holes to the outside.