The minimum requirements for collimating multimode diodes like that are a cylinder lens for the fast axis and a convex lens for final collimation. Experimenting with various configurations should yield a nice relatively low-divergence square beam.
This paper contains even more advanced and better methods for obtaining a good beam from a diode laser, and mentions using cylinder lenses at the end. It is actually intended for use with single-mode diodes, but the principles work with multimode also. The first figure in section 3.2 shows the uncorrected raw output of a laser diode. The fast axis is the wider of the two axes in the elliptical beam profile.
Hope this helps.