I converted a bunch of LED string lights to run permanently from mains power by soldering an adapter plug into the circuit.
I took one of these
and cut one of the output pins
apart to expose the connections. then I made sure I marked the polarity so that if the connector became unplugged It would go back the right way around.
Given that a PicoBorg would not tolerate a reversed voltage anywhere near as well as a string of LEDs I would probably not do this technique for the PicoBorg, instead I would Wire the lead from the plug permanently into the circuit.
Ensure that you have the polarity correct, applying the wrong polarity could be expensive.