I'm looking to locate a small draw, always on device under the hood.

My top choice is to tap off a fuse in the fusebox. That part is easy with something like "Add-a-circuit". The hard part is, then, how to get the fused wire out of the fusebox. The fuse box is full and I don't see any accessible opening.
Second choice would be to tap off the black plastic box where jumper cables would attach. There's a nut holding down cables on the back side that I could use. I don't know if that's "always on" or if that box is some form of starter relay...?
Third choice would be tap off the battery. Just not a fan of messing there with the molded in place battery connector.

I did this in my ML350 from the fuse box and there was a rubberized elongated sort of grommet that I could snake through along with the power lead, but I don't see anything like that in the fusebox of my 2015 GLK350.

Any experience?

 

I use the block in front of the battery, one of the connectors is always on, test them to see which one you want.