How to mount a power strip without holes to the wall
Is it not possible to use a knife or other sharp edge to remove the feet? Most of the rubber feet I've seen are either attached via grommets--essentially thin pieces of the rubber which extend through a small holes with a slightly larger part at the end to hold it in place. Cheaper companies attach flat ones with adhesive.

If removal is not an option, your best bet is still with Command adhesive for the wall adhesion. However, what you will want to do is attach something to the underside of the strip (using a thin adhesive strip or, ideally, glue+clamping) that will increase the thickness to the same level as the feet. 

I'd probably use a light wood like balsa or bass from a hobby store, as they are available in various small sizes and a large range of thicknesses. You may even be able to find a piece that is already the right length and width in their selection! (Be sure to take the power strip in with you to test for thickness length x width.)  If none with the proper thickness will adequately fit, just get a slightly larger one, cut it small enough to fill most of the area, paint it to match the wall or strip (if desired), and attach it with your desired adhesive to the strip. Apply the command strips to the other side, following the supplied instructions, then attach it to the wall.

This will work perfectly, and you likely have something around your house already that you can modify to work (honestly, even a couple layers of carefully glued, trimmed, and painted corrugated cardboard could look professional! You would be surprised!) Honestly though, if it were me, I would probably find a way to remove the feet. ;)

Good luck!