The clinical concern here is a pigmented lesion on a weight-bearing acral site - the heel - which raises the spectre of $acral$ $lentiginous$ $melanoma$, the melanoma variant disproportionately seen on palms, soles and nail beds in pigmented skin.
The fundamental rule for any lesion suspected of being melanoma is that diagnosis is $histological$. You cannot confirm or exclude melanoma by a smear or a lamp; you need tissue. The preferred procedure is an $excisional$ biopsy taken through the full thickness of skin so the pathologist can report depth of invasion ($Breslow$ thickness), ulceration and mitotic rate - the very parameters that determine prognosis and the width of subsequent wide local excision.
The competing options test whether the candidate confuses investigations: a $KOH$ preparation is for dermatophytes, a Gram stain for bacteria, a $Tzanck$ smear for herpetic/varicella vesicles or acantholytic pemphigus cells, and Wood's lamp for fluorescent infections or pigment localisation. None can establish a tissue diagnosis of malignancy.
\[\boxed{\text{Investigation of choice} = \text{Biopsy (histopathology)}}\]