The USB pins on the ATmega32U4 on the Micro are only connected to the USB socket. You'd need to either unsolder the socket or use magnet wire to connect directly to the pins on the microcontroller. Either way it's not going to end up much smaller (if at all) than the adapter. However, they do sell ATmega32U4 based boards with the USB plug you're looking for that can be used with the Arduino IDE as a Micro. They are intended to be used as those stupid "USB Rubber Ducky" things but there's nothing that requires them to be used for nefarious purposes. It's just a microcontroller on a PCB.