Use the Optional 9DC-100 power supply, as indicated on the EHX site for the DM. Most stores that sell EHX sell the 9DC-100; if not, Musicians Friend and others sell it in the states.

I understand your frustration, but to put it in perspective, none of my Boss, MXR, or Sonic Research pedals came with a supply either – nor did my Big Muff w/Tone Wicker or Small Stone.

One Spot also sells a converter to convert a Boss style Power Supply to the 1/8″ mini-plug style supply. I’m not sure if the ground is correct on this converter as it is intended for a Rat, so use at your own risk.

re: the “dodgy little mini-jack thing”

those 3.5mm jacks were the standard on all(?) American-made pedals for many years; see EHX, DOD, Pro Co etc…
what is now the ‘standard’ 2.1mm was typically found on pedals of Japanese origin, but due to the large market share companies such as Boss command, it made sense to make that the standard.

* * *

If you need a power supply, you can get something suitable from many electronics outlets with interchangeable connectors…
Or buy a ‘standard’ 9v PSU and a 2.1mm-3.5mm adaptor…
Or buy a daisy chain-type (One Spot, Diago Powerstation etc) or ‘brick’-type (Fuel Tank, Pedal Power etc) power supply which will come with various different connectors and will be able to power several pedals at once.