Also a reasonably even bet that you already own a low-quality wall power supply that will produce more interference than anything you're going to be doing with a Pico and a 4" jumper wire (I've found a couple of offending devices in my house), but I'm certainly in no position to tell you if you should or shouldn't do something.
Without the proper knowledge or measurement equipment, I observed that the audio would fade out after a 30 cm distance. Combined with running it for mere seconds to test and record a demo, I assumed to be in the clear with the spirit of the regulations. Appreciate the reminder to be responsible with RF.