In a situation like this, a laser pops Kim's balloon, and he has no recourse other than to murder a general or two.
Depending on how the NKers built the missile, a laser might not be needed. If they were cheap (which is likely) they may have left out the shielding for the guidance and control system - in which case, a high-power focused radar beam (like what the SPY-1 radar can generate) can cause the thing to go nuts and either go out of control or possibly explode.