you could probably build one with the autorun feature of the usb key and install the software on it.

i doubt its quite concealable.

the problem with hardware keyloggers they are quite expensive, if your target/victim spots it, you lose 250$+

unfortunately, i am not hardcore in electronics, but i look forward to see if you get some detailed schematics on this.

Did you ever get this to work? That would be awesome if you did.

I did some serious testing on various devices, some I bought and a few I made myself where I came to the conclusion that some adaptors did work and some not.
If possible I would not recommend to use any adaptors as I got also some problems with accidently wrong logged stuff, e.g. some characters where missing or where there although not typed.
Also it would in my opinion lower the stealth a little when the "victim" looks behind his computer and finds a keyboard with an adaptor and with a keylogger plugged in.