Any better options for Leshiy than Airmax 2-7?

The Leupold 3-9x33 efr ultralight is the best ultra light scope that I know of that is suitable for air guns. 

For less expensive options for small and light scopes:

the Nikon EFR
The Clearidge Ultra RM

These are both reasonable 3-9 scopes. I've never found a use for 2x on an air gun scopes. 

If you plan plan to target shoot, you might want a higher power scope but then you are going to go up in weight. 

Imo, "lightweight" and "target shooting scope" are two conflicting priorities. You could get away with a medium weight scope though. The next level up of Clearidge - the 6-20x40 is 19oz, as an example:

http://www.clearidgeoptics.com/product-p/3620.htm
 
@Erik here is the Prod woods walker with the Leupold 3-9x33 efr on it that @zebra was talking about. this might give you the size it is. Not the best angle to judge size but if you can't tell I can add a new picture later?

SePaCp3.jpg
 
While we're sharing, this is the Clearidge Ultra RM 3-9x33 mil dot mounted on a Mutant Shorty:





The Clearidge weighs a little less than 13oz. I think the Leupold is around 11oz (but I can't remember if that includes the efr model). The Leupold is better (as it should be for nearly twice the price). It doesn't come with a mil dot reticle though unless you pay extra in the custom shop. A little tip is to go for the long range duplex reticle. It's not quite a mil dot design but it does have at least some holdover marks so you can get by. 

 
I have the airmax 2-7 on my Leshiy. The biggest issue was getting high enough rings. Another thing to consider is the length of the scope a 3-9 is probably going to be kind of long and if putting the gun in it's case means anything to you it wont fit with a long scope. One of the other posters mentioned shooting target with the Leshiy you will quickly realize this rifle is made for hunting. Hope this helps, enjoy your new rifle I am surely enjoying mine it's built really well and is a lot of fun in the woods.
 
Leupold is expensive over here. Is the 3-9x33 10m to infinity? They don't even have the mildot version. So a fine duplex would be $742 for me. No thanks lol.

We don't have clearidge over here either, but the 3-9 looks really long. I wish the Edgun Leshiy scope would be available... Ed is working on one but last time I checked he was not pleased with the samples he received or whatever.
 
"Erik"Leupold is expensive over here. Is the 3-9x33 10m to infinity? They don't even have the mildot version. So a fine duplex would be $742 for me. No thanks lol.

We don't have clearidge over here either, but the 3-9 looks really long. I wish the Edgun Leshiy scope would be available... Ed is working on one but last time I checked he was not pleased with the samples he received or whatever.
The Clearidge 3-9 is the same length as the Hawke 2-7 scopes - I.e. 11.5"

There aren't many decent scopes that are going to be much shorter and there would be no noticeable advantage if they were. It probably looks longer in this pic because it's mounted on a really short air gun. The Shorty is around 22" long...

If the Leupold is too much and Clearidge is not available, there are two other respected options. The Weaver RV9 is apparently practically the same scope as the Clearidge (but without the same reticle choice). The other one as I already mentioned is the Nikon EFR. All of these would be a better choice than the Hawke.

If none of those brands are available where you live then you should ask for advice locally from people who know the local scopes available better. You spent a lot of cash on that Edgun so it would be a shame to not put worthy glass on it.

My experience has been that even my best air guns don't feel that great when I cheap out on the glass. You don't have to spend a fortune or even a medium level scope price but there is a minimum level. For me, those budget Hawke and Leapers models are below that minimum standard for a gun that expensive. 

Some people might argue with that as nobody likes to hear that their baby is ugly but that has been my experience. 

I am mainly a small game hunter (mostly squirrels) and when you try and take a shot at one that is 60 yards out and camouflaged in dense tree branches, you really appreciate a little extra detail in your sight picture and a little more usable power settings. 

Even more expensive scopes lose clarity at their highest power settings so if you want a decent 7x pic, you want a scope with at least 9x. 
 
Similar specs doesn't mean as much as you might think with these scopes. 

The Clearidge ultra RM and the Leupold 3-9x33 efr are both 3-9 rimfire scopes of similar size but the Leupold is a step up in quality. The difference is most noticeable at higher power settings and out past 50 yards. 

If you can get the Nikon EFR locally without the hassle, then that is also a good option for compact scopes. Nikon makes excellent scopes that deliver more than they cost. I wish their other scopes focused down to 25 or 10 yards as I'd put them on all my guns. 

All 3 are capable of performing mechanically - I.e. The turrets work well enough to use up to a certain level. None of them are target scopes though. I use the mil dots on my Clearidge as it's a hunter but I could use the turrets if that was my thing. It's just never going to be a target scope though. I leave it on 4x most of the time and I just point and shoot inside 50 yards. 

The Burris Timberline is another option btw. 

I know the Leshiy is technically a "pistol" but it is designed to be used as a mini carbine. If you plan to target shoot at all, you might appreciate a little more power more than a few ounces in weight savings on a gun like that. I'm not talking about a full on target scope with a 50 or 56mm objective lens. I mean just the next level up. E.g. If you go with a Clearidge the Ultra XP 4.5-14 or the 6-20x40 mil dot scopes weigh just 6oz more. The Leupold 4-12 is also not that much heavier. 

6oz is not going to change much on such a light gun. My two lightest guns are my Mutant Shorty and my Ataman Ultra Compact. I have a 13oz 3-9 on one and a 28oz 4-20x50 on the other. Both of them still feel very light to me. 

What is the max distance you want to be able to aim with precision? 
 
The Nikon only has a duplex, no thanks. I will have to mount these scopes high enough as it is so don't know if going with bigger objective is a good idea. And with similar specs I meant physical size.

The weight is important to me because I carry this thing in a backpack with other stuff, and I don't exactly have army shoulders so want to keep the overall weight down. That is the biggest reason I bought the Leshiy, because it fits in a normal backpack and is lightweight. Want to keep it that way.

Are there no fixed power options? I have no real use for a variable power SFP scope, but it seems to be the only thing available when looking at small light scopes.

PS, I did just order the Atlas bipod belt pouch so I shaved off that weight from the backpack. So a slightly heavier scope should be fine.
 
I have the Leupold V2 3-9×33 EFR on my Wildcat. I know you're looking for a mil-dot, however, if you get the Leupold with the Custom Dial System (CDS) and Windplex reticle, I think you would be happy! I like using the crosshairs to align my shot, not dots, and with the CDS system, the yardage is clearly marked. Just a few clicks on my turret and I'm spot on. And on those breezy days, the windplex is great for holdover. Out of all my scopes, and I have more than a few... the glass quality on Leupold is the best.

As far as the Nikon, I bought a Prostaff EFR off of Joe a few months ago ... good little scope as Zebra mentions. Both of these scopes are very light.

That's my recommendation. Good luck with your search!