What is this wall-to-PCB connector called?
I purchased a KILL A WATT (tm) model P4460 energy meter, then curiosity made me open it up. The male "prong set" and the female "jack set" face to the back and the front of a vertical PCB board with buttons and LCD display.
They are soldered directly to the PCB. 
The input and output pins are vertically offset about 2 cm with conductors joining the neutral to neutral and the earth to earth.
The hot conductor contains a shunt for all the circuitry.
On this unit the male prongs extend through the case to form the male power plug (North American style). The female prongs line up with holes in the case to form a power receptacle.
I have seen that most of the power-consuming small devices use a 2-piece setup like your photo. The higher currents of your device might need a 1-piece prong like the KILL A WATT. Good Luck!