Memory Alpha said:
While no dialog in any episode after "The Cage" indicates whether the pistols were lasers or phasers, a stage direction on page 18 of the revised final draft of "What Are Little Girls Made Of?" called for an old-style phaser to be used by Brown. It is noteworthy that this weapon vaporized the android Kirk in a manner more consistent with phaser technology than lasers.
That's a true goof on Memory Alpha's part, I think. When Pike blasts a hole in the "glass", he says to the Talosian
'I think I just blasted a hole in that barrier with this laser, and you're not letting us see it'.
I believe the line is heard in both THE CAGE and THE MENAGERIE.
The gun was plainly called a laser.
If you'd like to, in your own mind, retcon it to "phaser", I'm all for it, since it appeared the same gun was more or less presented as an old phaser design in later episodes.
As for the actual line heard in the episode, tho', "laser" it is.