If it's a common mode choke, you could just replace it with two jumper wires. The part is there to filter/reduce the "noise" sent back into the AC grid. Without it, maybe an AM radio would not work as well, or something like that, but otherwise it would be perfectly safe.
If you look at the traces on the circuit board it would be something like this
---- ac ~ ---- ~ + ------ +----- + + ----- +------ +
bridge rectifier cap (c1) choke cap (c2) DC-DC converter chip (U2)
---- ac ~ ---- ~ - ------ - ---- - - ------ - ------ -
Between the two + of the choke you'd have a coil , and between the two minuses of the choke you'd have a coil ... so you could replace with two wires , one between the two + of the choke, one between the two - of the choke