You should be able to remove the batteries, connect the wires of a smoothed regulated DC supply of the same voltage to the battery terminals, and the laser won't see any difference. (Of course, not all wall warts are smoothed and regulated, and if you choose one that isn't then you could easily overload the laser.)
You will still have to deal with any duty cycle or temperature related restrictions imposed by the laser - just because you have an unlimited power supply doesn't mean the laser will tolerate being left on.