It seems to me (not totally sure) that the two right most chips are DC/DC converters. These converters are not likely to become much hotter when overclocking, also they are able to run at high temperatures.
The left most chip looks like an ethernet chip (WAN) which isn't affected by the overclock, so no extra cooling needed.
The center upper most chip looks like the LAN switch chip. This is the same story as the WAN ethernet chip.
This leaves the center lower most chip which is the CPU. This is the part that is being overclocked. Extra cooling is probably not needed if the housing is properly cooled allready, but otherwise you can choose to mount a heatsink on this part.