Well, I haven't built one on my own (yet) but I tinker with them from time to time @ work. The x140 diodes are cheap enough now that maybe I ought to give it a try. I'm fortunate to work in a place where I have access to the tools and facilities needed to remove the laser diode die from its' can and play with it.
I still don't understand if you plan to achieve single transverse mode (nearly Gaussian beam), single longitudinal beam (only one frequency mode is operating) or both at the same time.
The first one can be achieved by a simple spatial filter (a focusing lens combined with a pinhole), or a single mode fibre. You will lose the power in the other modes but that is straight forward.
The second one usually needs a diffraction grating in littrow configuration. There is a ton a ton of good free resources and publications out there and I can list some later.
The last one is very tricky and requires a combination of a grating with a position dependent feedback. Depending on the laser diode up to 50% of the nominal power can be achieved. This is a relatively new approach, but some publication are out there. Blue multi-mode diodes show also a spontaneous phase-locking of their multiple stripes, leading to single mode (both, transverse and long) operation.
I have tried all three techniques (the second is my specialty thought) and can provide some useful tips, if you can say more about your goal and the equipment you can use at your work place.
Singlemode
PS: I would not recommend to work with opened diode cans for now. The provide a hermetic sealing that helps a ton to increase temperature stability and reduces changes of the optical path due to pressure changes (important for single frequency operation). If you still decide to do so (there are some cases where it make sense) a good ecdl housing that reduces air circulation would be good.