I was thinking about it and I wondered why in every X-COM clone do they always abandon ballistics weapon when the weapon tiers go up. Why do the army never develop better bullets or guns. Depending on what type of laser it is say electrolaser like those in use today can be neutralized by magnetic fields or anything that would be like a Faraday cage. If it is a particle laser like those commonly depicted and I think what the game uses, it can be reflected by a mirror, or it can become weaker through refraction through objects.
What I suggest is that after you study alien biology and alien alloys, you can get a research option to study better ballistic weapons like the G36 or SA80 for an assault rifle, or a much heavier sniper rifle like the m82 or hectate etc. Just make the weapons that would be research be like 10 years from beyond 1979. To increase their effectiveness you could make them use depleted uranium rounds which would cost money to make and would require the workshop or have them explodable. It would make the guns have much better penetration against the aliens and the bullets would do some fire damage. When you get the option to create Power armor, you could put in really futuristic guns, and a minigun.
To balance out the guns to prevent people from just using ballistic weapons, make the guns buildable, have the guns use depleted uranium which would cost slightly less than the laser, either make them use more ap or make the guns heavier since uranium is slightly heavier than lead.