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Yes, not discharging the capacitor will most likely kill the diode when you connect it. Lasers are also sensitive to electrostatic damage, you can sometimes kill them just by touching them.The other vulnerable part is the potentiometer, it might not be able to handle the dissipated power, although at only 20mA you should be still fine. Anyway, you can calculate the required resistor value for your desired current and simply use a fixed-value resistor instead of the potentiometer. You can use a calculator such as http://www.reuk.co.uk/wordpress/electric-circuit/lm317-current-calculator/ Lastly, you should put the diode into a proper focusing module/heatsink. It serves as a heatsink and also protects the diode mechanically.
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Technically yes, you should change the current set resistor on the TP4056 board. My battery is 800mAh and the default charge current of TP4056 is 1A, so in my mind it was good enough and I just left it like that.
Yes, it should work straight away on Arduino UNO and also on a Nano or Mega.
The sensor outputs 0..65535lx raw value, but to get the actual light level, you need to divide it by 1.2. So when fully lit, 65535/1.2 = 54612 lux. The BH1750 library does this automatically.
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