I have a 1W laser. Aiming it at your hand and turning it on will immediately cause a painful burning sensation. I've never used it without goggles, but it will burn dang near anything you point it at.

The average laser pointer for a presentation, for reference, is less than .005 Watts (<5mW)

A laser used for CDR writing is already powerful enough. The big trick for mosquito hunting is to pulse a number of smaller lasers, briefly, synchronized and aiming for the same spot from different angles. That takes care of the fire and blinding damage but will still harm the much less solid mosquito.