So I got one of these things from asda a while back.
I opened it up and there was plenty of space for 'things' inside. So I connected a 3.3v regulator to the USB circuit to power a pro mini. On that, I am running the example humidity sensor sketch with repeater mode enabled. Connected to that is a DHT22. I cut a hole in the side for that to poke out of. I also managed to get the pro mini and NRF quite well stuck together. Compact is probably the word i'm after:
I tried to keep this away from the high voltage side as best I could. The gap I managed to stuff the pro mini + NRF into is a insulated area, so perfect! I am quite pleased with it.
It did just occur to me though.... the DHT could pick up heat from the USB circuit inside. I'm not sure if it runs warm when in use. I suppose I will find out.