OP, the main things you should be asking are: how much good should I expect from a delid, and what else can I do to improve my temps?
If you are running Prime95 28.5, you are getting AVX2 voltage levels, so that needs to factor into your decision as to whether or not you are thermally-limited. That aside, delidding a soldered CPU has always been a "hardcore" option that is mostly reserved for those willing to take big risks while taking a fairly considerable amount of technical skill and careful preparation to the table. Personally, I would not attempt the delid of a soldered chip. Yes, direct cooling of the die via a custom water loop does offer advantages, though you would do well to upgrade your cooling before attempting something such as a delid of a soldered CPU.
As good as is a h240-x, I'm fairly certain that's your bottleneck right there. Hitting any speed higher than 4.3 ghz on a 5960x is going to require more serious cooling. Lapping might help.