If the question is, "can I pop off the heatsink and tinker around" like I would pop the hood of a car open... then no. If you got a dead cpu there's nothing you can do to bring it back to life. Don't try to circumvent reality. It's dead; send it back.
There are no moving parts to replace and the parts that are there are too small for you to even see... so forget it.
If you reset the bios, either by clearing cmos or by pulling the battery on an otherwise fully functioning machine, and the machine doesn't boot up... it's dead. Does your board have LED's that tell you what's failing the post?