You cold buy yourself a ready made 40w co2 laser cutting machine from ebay which are only about £300. Strip the mirrors, co2 tube and psu to install on your cnc.
Otherwise a 6-10w laser diode would do the trick but obviously a lot slower.
As you have a router already attached to your CNC though maybe you should stick with that as it will do it a lot quicker, at least than the laser diode.
If you are worried about the dust associated with cutting MDF, laser cutting it also comes with its own hazards as the fumes it gives off are also toxic.