In my experience, I just never asked for permission when I was going to work around an annoying policy. I think while the company IT department will not love you, as long as you don't show up in one of their dashboards, it's pretty unlikely they will care. For years. Even if someone does bug you, I doubt it will amount to much other than being forced to adhere to the policy. As long as you ensure it doesn't look too much like you did it on purpose. (I would at least recommend a nice case for the device and picking innocuous USB IDs. Might be able to make it seem like a reasonable looking product, like a normal wireless keyboard receiver.)

Remote work at startups has largely removed my need for this kind of behavior. Now I'm mostly just mad that I can't always run Linux at work anymore.