Hi Joe,
What size bulb do you have, and how many watts is it rated at? Also do you know if it is gasfilled or vacuum type and if the filament is carbon or tungsten? Then it will give me an idea how hot it will run and whether or not you can get away with epoxy.
Normally you are right that epoxy wouldn't take the heat, but unfortunately the proper cement material is not commercially available. It is made from scratch in each lamp factory so there is a limited range of what adhesives you can get your hands on!
James.