I don't run the diodes directly from the bench supply. All my Lab Style lasers have the driver inbuilt. Then the Lab power supply is not critical. Just set the Lab Supply at whatever the Driver requires. IE, 3v, 6v, 12v etc.
What amps are required for the Diode will be from the Diodes Data Sheet. Can be anywhere from 50ma to to 4.5 Amps.
The Lab Style from Laserlands all use 12v input. The Modules from DTR are made for battery operation so they generally are 3v or 6v.
I started off making my own drivers using an LM317. But now days I am lazy and buy off the shelf drivers.
You can make your own Pointers. Just be careful where you use them. Order the Module from DTR and a host from a different supplier. I think I ordered hosts from Dragon Lasers but not certain. Importing a host is perfectly legal. Its just a Case. No Diodes or anything inside them. They are usually declared as Torch Hosts on the customs declaration.
The only time I ever had a problem with Customs was ordering a Red LED torch for Astronomy. I got a letter from Customs saying they seized my laser. After Emails back and forth they eventually looked at it and found it was a torch. Not a laser and released it from customs.