If you want to use picos with SmartThings, The best way as of August 2017 is probably to use a SmartBridge pro (instead of the standard SmartBridge) and then use the method in the following thread (this is a clickable link). It works very well and is simpler than trying to use the staples connect approach just because you only have one Z wave controller to deal with. It also allows you to use the pico for anything that smartthings can do. 
This project provides integration between Smartthings and you Lutron Caseta Devices. This works with both Standard and Pro model Lutron SmartBridge devices. It consists of a Smartapp, several device types, and a python script which must be setup and run on a server of some sort. I personally use a Raspberry Pi, however an always on PC or Mac can also be configured as your server. This integration allows full control of your Lutron Devices from within ST. You can turn lights on and off as well as control dimming, You can also add your scenes to ST and trigger them. Lastly, for PRO hub users ONLY you can add your Pico devices into ST and using an additional Smartapp, use them to control whatever ST device you wish.