We give a short proof of a strong version of the short-time asymptotic expansion of heat kernels associated with Laplace-type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the difference of the approximate heat kernel and the true heat kernel. We use this to show that repeated convolution of the approximate heat kernels can be used to approximate the heat kernel on all of M, which is related to expressing the heat kernel as a path integral. This scheme is then applied to obtain a short-time asymptotic expansion of the heat kernel at the cut locus.