For LD's with battery powered drivers, i usually use a 100nf capacitor on the LD ..... most of the times, directly soldered on the LD, in parallel with a 10 Kohm resistor, and if the LD is wired far from the driver, also an 1N4148, for prevent any accidental inversion of the wires (i don't use just red and black, and sometimes this can cause confusions
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As far as i recall, i fried few diodes for my mistakes (overheating and overcurrents), but had not a single one fried for capacitors problems (still have around 12 or 13 PHR in aixiz, some 6X, some LCC and SOC reds, none of them never suffered anything from capacitors)
On my drivers that i solder directly on the LD, i putted a capacitor on the input and output of the LM1117, so there's already one (why have connections that detach from driver, anyway ? ..... i once ripped the pins of an old IR diode, bending bad the driver PCB, but never had a single soldering point "detached" ..... do you use right tools and alloy, for soldering ?)