In my pens, I have used the rechargeable 1.2v AAAs, but have noticed a little more power from standard 1.5v disposables. Some green modules are only rated for 3 volts, so a single 10440 would be too much and could damage the driver or diode. If you have a 3v module, you can use a diode in line with the battery to reduce the voltage. Some higher powered green modules specify 3.7 - 4.2v. These are fine to use 10440.
The li-ions are 10440 and run 3.7 to 4.2 volts, Alkaline AAA are 1.5 volts each, and most AAA NIMH rechargeable batteries are 1.2 volts each.
If the pen says 2 X AAA and is only 5mW, you should go with 2 AAA Alkaline batteries at 1.5v each.