Bayer Leverkusen's wantaway midfielder Tranquillo Barnetta and Standard Liege striker Milan Jovanovic represent two top targets.
Meanwhile, Chelsea's Peruvian frontman Claudio Pizarro, who spent last season on loan at Werder Bremen, is also on their wish list.
"Tranquillo Barnetta is on top of our list, as is someone like Milan Jovanovic," Heldt told Sport-Bild.
"As much as we would like to have a new hit-man in before the start of training (on 27th June), we feel we have enough time left to fire up our frontline with quality.
"I am not interested in those who say we will be unsettling players by declaring our interest in them.
"I am able to recall when we had Andreas Beck on a long-term commitment and Hoffenheim came in for him.
"We are reacting like any other club, others should stop complaining and do their job."