If you don't want to use wall-warts, I interpret your question as methods to convert AC Accessory Voltage to the necessary DC voltage.
WS sells their so called Just Plug system which has light hub controllers that can be powered from a train transformer.
Last time I looked the selection of building lights compatible with the Just Plug system was limited. So if you've installed your own lights in the WS buildings, what are the lighting requirements (voltage, current, or provide a link or product description).
There have been several threads about using transformer Accessory Voltage to power Menards buildings. For example:
https://ogrforum.com/t...or-menards-buildings
Depending on how comfortable you are with soldering/wiring there are many options. It seems the most common approach on OGR is to use an eBay AC-to-DC converter module (less than $5 shipped but requires a DC voltmeter to set the voltage). Use OGR advanced search with terms like "Menards building light voltage" and you'll find several relevant threads.