I set my mini profiler code at the application startup as there is a extensibility point. This saves you having to use it across all your connections.
AdoAdapter.ConnectionCreated += (o, args) =>
args.OverrideConnection(
new ProfiledDbConnection(
(DbConnection)args.Connection, MiniProfiler.Current)
);
Please note that the connection is only available in the 0.19 version of simple.data and hasn't yet made its way to any of the prev 1 releases.