A zero-day key wouldn't have hardware costs that would be significantly different from an HID key. A lot of microcontrollers will gladly announce themselves to be whatever sort of device class you want them to be, and which vendor and device IDs to use. Also, if you're worried about bulk, putting an LED or something that flashes and looks pretty would also lower peoples' guards as to why it's so big. USB hacking is an area where there are wide open fields to play with.