Converting dumb rocker switch to smart Zigbee switch for 7$

In this regard, it is completely different, as has been discussed in other threads on similar projects. (See the following, just as one example:

Smart battery wall light switches for use with Smart Bulbs (UK). )

The Lutron pico is sold with a shield that is used if you intend to insert it in the wall, which creates a separation between it and the house wiring.

https://www.amazon.com/dp/B00JZRAFEA/ref=asc_df_B00JZRAFEA5346449/

They are only safety rated because of this method of installation.

See page 15 in the official Lutron installation guide:

https://support.smartthings.com/hc/en-us/article_attachments/115002631466/Caseta_Advanced_Instructions.pdf

The Hue, Eaton, and Popp battery operated switches are all designed to be surface mount.