Suggestions on ways to change a 5yo's attitude?

Conversation. Talk to him about why he is doing what he does. Offer options.

I really like martial arts for kids like this. It's all about focus, discipline, structure, respect, and self control. We've been doing it for two years now and I have seen some kids start out as total monsters, and six months later, they were respectful and polite.

Role play with him as to what is allowed. Put aggressive toys like guns away. Praise him when he does something right. Interact with him in positive ways, not just negative, to show him that he is valued.

Ask him why he acts naughty, when he is really a good boy

To build on meooma's answer, since you are a consistent part of this boy's life & he's a regular/recurring part of yours, it could pay off in a big way if you approach these issues from the perspective of understanding that there is a reason for his behavior. You don't like it, that is clear, but it's happening & it happens for a reason. So...convey your understanding of this, how his reasons do make sense, and think in terms of what you DO want, not what you DON'T want. (What you focus on, you get more of.) When you resist him & his behavior as flat-out wrong/irredeemable, you give him a lot to struggle against which makes those weekly hours that much more onerous for you.
Focus on connecting in that way, conveying your understanding, before trying to correct (which you do by offering acceptable options to meet the same needs.)
This assumes recognizing the needs behind the behaviors & having in mind a solution/alternative.