1) you'll find desoldering the ribbon from the diode pins much easier than using it as a base to connect your wires,
2) I love the O-like screw in mounts, but it is a beast finding a host that will hold one, and, the diode leads (with ribbon psd attached) will never fit through the center of the brass nut that secures the diode into the head of the o-like module.
The 'set up' of the O-like is: you unscrew the finned head from the big long base; then you will seea knurled brass nut with a hole in the center in the center of the threaded back of the head; unscrew the brass nut; solder your wires to the diode leads; slide the diode leads through the threaded end of the brass nut (the will end up hanging out the knurled end); fit the diode into the recess in the threaded end of the head, gently seat it as best you can with something like a toothpick; screw in the brass nut until firm (you don't need to use a great deal of force, but you want it in very firmly for better heat transfer); at this point you are ready to hookup your driver circuit (you said you'll stay with low power, so no need to worry much about heatsinks yet). power up, if you have done all correctly you won't smoke your diode. next you can adjust the lense focus( screw it in all the way and turn the laser on, put the blob on a distant surface, note size of blob. turn laser off, unscrew lense two or three turns, turn the laser back on and note change in size. repeate until blob turns into a smaller blob (and hopefully a dot). If (when) the dot starts getting bigger again, repeat proces, but this time screw the lens back in 1/4 turn at a time until the dot doesn't get any smaller. Wow, was that fun, or what?? No, but it IS worth it! Be SAFE , learn, and have fun!
As long as you stay with lower power settings, you shouldn't have any heating problems. BUT, while setting focus and any other use with the head out of a heatsink, keep a close watch on the heating of the head. even with the massive o-like module, you will feel the head (the finned part) getting warm long before you do any damage ( if you have your driver set low to start with). The manufacturer suggest that you use silicone heat transfer paste (heatsink compound) on the diode before you mount it into the o-like. DO NOT, until you have a lot more expeience. If you keep the power low, you don't need it and if you get sloppy with it and it gets on th diode window or into an open diode can, kiss your diode good bye.