Power supply pass transistor dissipation is at it's worst at the lowest output voltage and the highest current, which in this means a shorted output so the transistor is passing the rated current of the power supply, while having to drop the full unregulated rail as well. V times I is going to be very high then.
Easy mistake to make, you confuse the output power with the power dissipated in the pass element, which is not going to be the same in most cases. Lowest dissipation occurs at highest output voltage. Easiest way to see is to use a power meter on the incoming mains, the total power less the load power is going to be the power in the pass transistor, less the power to operate the circuit which will be both quite small and reasonably constant.
As well the 2N3055 is not exactly the most stellar performer. 115W power dissipation, 15A peak collector current, 60V collector voltage were very impressive when it was introduced in the 1960's, especially as the price was so low. You got similar rated devices then, but they cost 10x more. Cheap and good enough for simple work, but not the best device to use today, as you can get better devices for the same price.
http://en.wikipedia.org/wiki/2N3055The way they got the cost down was by using a steel TO3 base, instead of a very expensive KOVAR base and heat spreader internally. Thus the device is rather limited in power dissipation, and is very easy to overheat, as modern made devices also use a smaller die and thus have higher thermal resistance junction to case. 2K/W is common, and then add 1K/W for the mounting, and with a typical 3K/W heatsink you will only be able to dissipate around 20W per device before they cook themselves.
In a power supply it is better to use a more modern device, probably in a TO247 package, and use 2 or more in parallel with ballast resistors for them to share current equally. The lower current per device then has the advantage of spreading the heat out over a larger area of silicon, and also the gain of the devices is higher at a lower current per device, which makes driving them a lot easier.
Quick check on RS website sees that TIP35C is around the same price, but a somewhat better device.
http://www.onsemi.com/pub_link/Collateral/TIP35A-D.PDFIf you want to make a 400V version then use this
https://www.fairchildsemi.com/datasheets/FJ/FJA13009.pdf