Massive particles with self interactions of the order of 0.2 barn/GeV are intriguing Dark Matter candidates from an astrophysical point of view. Direct detection searches for very massive particles, with relatively high cross sections with ordinary matter, cannot rule out $\sigma/M > 0.01$ barn/GeV, due to atmosphere and material shielding. Here, the possibility of the existence of bound states with ordinary matter, for Dark Matter candidates with not negligible interactions, is considered. The existence of bound states, with binding energy larger than $\sim$1 meV, would offer the possibility to test in laboratory capture cross sections of the order of a barn (or larger). The signature of the detection of a mass increasing of cryogenic samples, due to the possible Dark Matter accumulation, would allow the investigation of Dark Matter particles with mass up to the GUT scale. A proof of concept for a possible detection set-up and the evaluation of some noise sources are described.
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