Most supplied batteries come with a small protection board that bridges the welding the tabs from the pack to PCB for wire soldering. This also includes a protection IC that stops overcharge, undercharge, shorts, etc. This may be different on small capacity, but we are dealing with 6-30 Wh cells. I would NEVER integrate Lithium in a product without a protection circuit, unless there was a reason that couldn't be bypassed. Protection circuits are often left out of RC power packs, because they limit max current draw.
You may also want to look at alternate chemistry, depending on service life you want. We are using LiFePO4 cells, these have lower voltages and about 30% less energy density, but will equal LiCo cells in 12-18 months, and be functional in 5 years, when LiCo are 2 years dead. All your circuity must be 2.8V capable, or you need a boost circuit to get to 3.3V (LiFePO4 is 2.9-3.6V with 3.2 nominal.)
There are fixed cells in AA and AAA formats that include protection circuitry and allows the customer to replace them. 14500 (AA) and 10440 (AAA). Although 10440 are not that common. I use an unprotected AAA cell in my everyday carry flashlight, because I can switch to high power mode for 60 seconds or so with the LED in it for a nice beam when I need the power.