Working out noise issues are done by using a 9v battery on a battery strap and plugged into your pedal. Since batteries do not produce noise that is a very quick and simple test to perform every time you experience odd noise.
I am not sure what you bought but I certainly would not try to continue with it.
Amazon has plenty of options under 9v negative tip 2.1mm power supply. I use Voodoo Lab. But I have also used a 1 Spot which will get you by in a pinch since the adapters will not be isolated so if you do have 1 noisy pedal that noise can be passed on down the line and amplified.