I have a SP-EUC01 from Aqara, it is connected to my desktop PC and reports around 2W usage when it’s turned off. I have a ESP32 plugged into the PC that is powered by those 2 watts.
I don’t know about your local availability but I have several TP-Link Kasa KP125M that read down to at least 0.5 W. I even have an automation that reliably triggers when it hits 0.7 W and then again when it drops from 0.7 W to 0.5 W.
I have Athom which goes down to 3w. It rejects anything less than 3w because the number may not be entirely accurate at such low levels. Or the plug is consuming watt or two.
I think all of my esphome smart plugs can do this easily.
Some plugs also throttle the sending of values (specially z&-tech limits here). With esphome devices you can force values to be send every second or even every 0.1s. Depending on the load type it might be impossible with only 10 seconds interval (zigbee?) too catch low power devices at all (even if in theory your coil/shunt can read it)