I've been playing with and modifying my Chinese CO2 engraver over the past month. It has a similar supply to the ones shown on your link.

With these lasers, they use a pot to set the max power for a given job, and the controller pulses the laser on and off as necessary during the engrave mode. There is very little "depth control" during a run, because 100us pulse will burn just as deep as a 1ms pulse for a constant laser power setting.

In the simple software provided with these lasers, this isn't an issue because they only perform engraving in simple black&white. There is no "depth" in a high contrast b&w image.

I am converting my engraver over to Mach 3 control, where I will have Z depth capability.

I am considering a modification that will improve the engrave depth.

The potentiometer is wired in such a way that the laser power supply is really being programmed with a 0 to 5V dc level. I will use a PIC micro that will have a DAC that puts out an analog level based on Z depth in the Gcode.

This should give me both on-off and depth control. Perhaps I'm way off base. If the cutting depth vs. power is non-linear, then it will need a to have a non-linear correction or lookup table within the PIC.