Every action has an equal and opposite reaction. If you're firing a slug at fuck-you speeds, you have to be able to absorb the same amount of energy you're applying to the target. The difference is that while the target takes the energy of the impact all at once, against a single point, the firing unit has to absorb that energy over a certain period of time (the time it takes for the slug to accelerate), over a much larger area (the entire gauss rifle gets pushed backwards), with plenty of recoil dampening built into the gun and the mounting.
As for heat... beats me how they run so cool. I have played with coilguns and I don't remember them getting too hot. But even then, I wasn't firing 250lb ferro-nickel slugs at supersonic speeds, so... the power going through my little coilgun was nine or ten orders of magnitude lower than in a Gauss Rifle. I guess that's also why they turned into LosTech: the circuitry, the capacitors and the coils inside a Gauss Rifle need to be incredibly efficient to avoid waste heat. Either that or a lot of that 15-ton, 7-crit bulk is just dedicated heatsinks permanently attached to the weapon. Being slow-firing weapons probably helps with that, too. The circuits would have some time to cool off between shots.