We experimentally show how the nonlinear amplification properties of a micro-laser operating in the threshold region, sinusoidally modulated near its resonance (relaxation oscillations), can lead to several important advantages. First, suitably adjusting the bias point and the modulation amplitude, it is possible to obtain reliable trains of large amplitude, synchronous, well-resolved, narrow pulses, with injection currents moderate values of the injection current: the extension to nano-laser modulation is discussed. Second, adjusting the modulation amplitude and the working point it is possible to investigate the threshold properties of the laser: the computation of the second-order autocorrelation as a function of modulation amplitude shows a resonance-like phenomenon where the degree of correlation is degraded by the presence of the external action, only for small modulation amplitude, until true coherence sets in. This allows for a determination, with good accuracy, of the onset of E.M. field coherence. Since this resonance is quite sensitive to the modulation frequency, it also allows for a good determination of the optimal frequency at which the pulse trains can be generated. A physical discussion of these properties, in the context of threshold and coherence, is offered.