a 5mW by itself can't burn. you MIGHT be able to pot mod it but I really don't suggest it because you could damage your laser. (And it might not even have a potentiometer).
Look of "pot modding" and read up on it before trying anything.
Generally you'd need at least 45ish mW and run it though a magnifying glass to focus it to burn stuff.
Most "5mW" greens aren't actually 5mW & could be well over that. Its easier to just take whatever power comes out after tossing it together & aligning. They have to put a "5mW" label on them to sell in the usa.
If you good at disassembly (w/o breaking it) you can often adjust the focus.
Be careful. Use laser goggles if you try to burn. Don't point at shiny / reflective objects.
Pot-Modding was something done back when 532nm pens were new technology.
You could turn up the pot to get more power.
Nowadays, pointers are built pretty much up to their threshold.
If you turn the pot, more likely than not, you will burn out the dpss module and kill a perfectly good pointer.
The main reason a 532nm will "burn" is due to IR leakage from the pump diode.
And yes, you can use a magnifying glass to focus your beam to a pinpoint to burn more efficiently.
Yes, There is no excuse not to wear them. All it takes is a fraction of a second to ruin your vision forever.
I wouldn't even attempt to mess with your laser untill you have proper eye protection. 5mW is fine but anything more you definitely need it.