Here is a video of engraving a brick. https://www.youtube.com/watch?v=bmQL2S_9si4
Heh. Odd, you see hundreds and hundreds of lasered pavers on city streets and in commercial buildings commemorating donors/sponsors/whatever. Sad so many had to lose their lives to bomb-bricks while engraving to a depth of perhaps .03125".
It'd take a heck of a lot of heat input in a few milliseconds to create enough steam/expansion to pop a brick. I'd guess the brick probably enjoys the whole process as it feels like a nice back scratching.
Both Ted and Mark are correct...using a laser like a weapon on the Millenium Falcon would likely be a, um...bad idea. Done correctly with the right power levels, etc., it's probably not going to be a problem. Personally, I'd leave this to someone experienced. BTW, water jet might also be a possibility.
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The most expensive tool is the one you buy "cheaply" and often...
The millennium falcon had lasers? Cool never knew.