I do not think these small modules can survive the force of firing a gun.
Do you have access to lathe, or CNC machine?
The best way to go is to make your own module out of very strong metal. I think Stainless steel may be good (like other member said, Teflon is very hard to find).
You need to make a module that can have diode on one side, and lens on other.
Diode itself is 5.6mm in diameter. Lens is usually 6 mm wide (bare optic piece).
Diode is pressed into the hole with a vice.
Problem is focusing. You need to have the lens at precise distance from diode. In our lasers we usually have lens in a thread, so you can screw them in or out (bring it closer or farther from diode) to set your focus.
This will be very large problem in a firearm. You need fixed focus, and you need to calculate it, and make it very precisely, otherwise your beam will be out of focus and not good for targeting.
This is a very difficult project you are trying. There are other problems as well - what kind of batteries will you use? How do you know they can survive the force of firing a gun? What about the circuit that regulates current, what if the components are not strong enough? What if something goes wrong and you need to disassemble it?
And in the end, what if you make it work, but it turns out not to be precise, it doesn't point accurately to where the bullet hits?
It could be a very frustrating project. I wish you best of luck, but maybe you wish to try to build some other, easier lasers first? You can try this one later when you have more experience.