I have installed a Duet Ethernet board and just had my first successful burn. 
Connected the heater ground pin to the laser fire pin. And connected the ground of the laser power supply to a ground pin of the Duet.
PWM control seems to work (getting different colors of burn), but I have to figure out the correct frequency.
The smoothieboards use pwm per period in microseconds. And not sure if this is the same as Hz.