If you're not powering a CD changer you could tap the yellow B+ and red switched wires of the changer connector. Or, as you were thinking, you could just use the same power source as the radio. The CD changer power is routed through the radio anyway. Either way there's more than enough juice to power a DAB adapter.
Wire colours are specified in the connector pin outs from the 01 FSM. As you can see for the Radio -C1 connector, Switched is white/red at pin 6 and B+ is red/white at pin 7.