unless you have a lot of 'spare' time this would be the best way to go--get an AixiZ blank module- and slip it into one of these-it looks good works well and it is very cheap--http://laserpointerforums.com/f46/found-cheap-aluminum-laser-mounts-aixiz-module-2-2-20-a-65195.html
however not all HomeDepots have them- so you may want to take a blank module with you and try to buy the same item , maybe in copper (better) at a supply house for electricians.you may need to enlarge the hole slightly- I recommend wrapping emory cloth strip around a drill bit smaller than the hole( i use a piece of tape to secure one end of the cloth) and sand the inside a little and keep checking with the 12mm blank- and when you are ready to put the two together for good use heat conductive 'arctic adhesive' or for temporrary-- use heat conductive paste. if you do it right a set screw is not needed-compression fitting.
another version of this thing from homedepot has two holes for side-by-side diodes-in case you want a dual or knife edge set-up. hope this helps