Realistically, this is stupid easy for a state-level actor. A good hardware hacker worth their salt could probably set up a bug no bigger than 10mmx10mm in a couple of months for a few hundred, less if they already have a wire bonding machine and microscope.
For a state level actor, you can roll your own ASIC and just dump RF and microcontroller on one die. Package it up inside a USB flash drive controller IC, mark it with someone else's logo, and you've got a bug that you would only find by dissolving the chip in acid and looking at the die very carefully. It'll cost you a few million, but it's just not that much money when your R&D budget is 150M/y.
The weak part of all these systems is the constant GSM heartbeat, but even that is beatable.