So, has anyone thought of this.....
To prevent batteries going flat, don't use batteries.

Power the IR Pen(s) from a USB port, what's that you say? USB is 5VDC, and your IR LEDs want 3VDC?
Ok, how about a 3V regulator like a BA30BC0T...
It will happily drop your 5V down to 3V and sink up to 1A so it could drive 4 IR LEDs. Or, being in a T0-220 you could fit one in each pen.
My long term plan was to drive the Wiimote and 4 IR pens from the same regulator, I'm just trying to think of a clean way to mount the Wiimore and run all the wiring and make it look good too.