Stephan;
I've done a lot of marquetry and inlays- a breeze with the laser. Try to use thicker veneers-used to be 1/28" was standard but now see 1/42" and thinner.
If you have a bandsaw its easy to cut your own thicker veneers, but there are a ton of inexpensive veneers available on ebay. Get some wood fillers to match various woods and the rest of the process is self explanatory. Also use mirror technique to inlay very minute pieces with great reaults.
Best Regards,
George
Laserarts