I am installing a light on the top of my closet and the power source is inside, so I will be running a small surface mount conduit from inside the closet to come then go in the wall and to the power source (a receptacle). So the wire is basically going to go from being in a conduit, to going inside the wall. What is the proper way to transition the wire entering the wall? Is it as simple as patching over it, or would I need to use some kind of special connector of some sort, like when a wire enters an electrical panel?
Pic for more details:
The line going straight down is actually inside the wall. The rest is surface mounted.
I know the proper way would be to run it all inside the drywall, but I don't want to be doing huge drywall work in a living space, too much dust, not to mention all my clothes are in that closet. Trying to keep the drywall work to a minimum.
Pic for more details:

The line going straight down is actually inside the wall. The rest is surface mounted.
I know the proper way would be to run it all inside the drywall, but I don't want to be doing huge drywall work in a living space, too much dust, not to mention all my clothes are in that closet. Trying to keep the drywall work to a minimum.