non-isolated power supply safety demand
Unless you are going to sell lots and lots of these devices, source an off-the-shelf wall-wart type power supply.  

The design, validation and approval of mains-connected equipment is not cheap.  The wall-wart suppliers have done this work for you and can amortise it over a very large quantity of parts, so the cost to you is very small.  This is the reason that lowish-volume and value electronics  comes with a wall-wart these days.  Only high volumes and/or very high sale price (think high-end pro-audio) can support the extra work required.