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...