or an alternative is to just wire up a 24 pin connector (however many pins your motherboard needs) onto the screw terminals of your breakout board and that should work as well. PicoPSU also works quite well, but it does require another power brick to wire up to it if I am correct.
No you dont require a power brick. Ive got a 6pin pcie to 8pin EPS adaptor made up with a pigtail that powers the pico via a screw terminal barrel jack. Everything is connected to an HP 750w server psu with sidehack breakout board.
There is a guy selling his own version of what ive deacribed above in the "Goods-Hardware" section of the forum.