Nick, as Ken briefly commented, there's nothing wrong with having a short length of much smaller(within reason)cable at the end of a run. Over the years here I've suggested that for various reasons several times. You may be thinking that it's somehow analogous to a four lane highway suddenly turning into an eight foot wide dirt road, but it doesn't work like that. It's the overall resistance of the entire run, not the resistance at any particular point, which counts, and thinner cable at one end or the other doesn't appreciably change the overall result.
If the "skinny and cheap" splitter cable you saw was something like
this , it should do the job. Or if you want to use the adapter you've pictured and somehow it interferes with other connections, sure, you can use a one foot or so cable to get it farther from the wall plate.
