First result on google for 'CNC pyrograph':

CNC pyrography computer-aided - YouTube

So it has been done. Perhaps have the tip spring loaded to apply a more constant force if the surface of the material is uneven?

If you buy the laser and PSU etc together then it can't be that hard to wire up - I'm sure we can work it out. Clearly that's a lot more expensive than the soldering iron(?) used in the video.