Has anyone tried powering a 3V door sensor to avoid using batteries?
I’m thinking a transformer will not work as the current output is not precise and will burn the sensor. Possibly a linear power supply might work like this one https://www.sparkfun.com/products/114 ?
Any ideas?
Quite a few people have done this. You can find project reports in the quick browse list in the community – created wiki, then look on the list for power options. 
I think most of the ones converting battery powered to mains powered were for presence sensors, so you might specifically look for those.
Did this with a contact sensor and a temp sensor:
Plan to try it try it on an Iris motion sensor over holidays.
Nice, did not know about the Wiki, tons of stuff there thanks for the link
I’m planning on installing a driveway detector like this one
The receiver has a 12-volt relay to which I’ll install another relay that will act as the switch for a z-wave door sensor. I wanted to wire the power source instead of using the batteries. Batteries usually last years but the driveway has more movements so they may drain faster.
Nice, this is the type of wire I was looking for but it is essentially the same thing as I saw on sparkfun (link above).
The board is $10 and it needs a power supply <40 volts so essentially any spare transformer with a 5.5mm jack (or change it to a 5.5mm male for $3) will do or buy a new one for $5.
I did similar thing to the Iris Motion sensor. This sensor is a little weird when over voltage. It will crash the ST app. I know you said 3.3V but be sure it’s not over. I used a variable Input/output voltage board similar to the one in your project.