The gallants that assassinated Heydrich were sent on a mission concocted primarily to gratify Bene. No matter how successful they were or might have been, their efforts did nothing to reduce enemy capabilities.

In the Pacific, assassinating Yammamoto worked. Without his brains, the Japanese Navy was much less effective than it would have been otherwise. Enemy capabilities were reduced.

Moral of the story: Stick to business. Do nothing unless it reduces/eliminates the ability of your enemy to do you harm.

PS: As to how to operate when in territory occupied by a ruthless foe, see Fertig, Wendell W. “They Fought Alone”.