On the left, the 1W PSU I'll use for the project
In the middle, a 5W module I've used for another project.
On the right, a molded/injected version than provides 3W.
The 1W version is smaller, lighter and is still too large for the small current I'll draw, but it's still a better and cheaper way to power the circuit, compared to a dumb transformerless and unsafe power supply.
There is no input protection though...