ConnectionFactory.cs

public class ConnectionFactory
{
    public static IDbConnection Create()
    {
        var connection = new SqlConnection(ConfigurationManager.ConnectionStrings["default"].ConnectionString);
        connection.Open();

        return new ProfiledDbConnection(connection, MiniProfiler.Current);
    }
}

Global.asax.cs

protected void Application_BeginRequest()
{
    if(IsProfiledRequest)
        MiniProfiler.Start(ProfileLevel.Verbose);
}

protected void Application_EndRequest()
{
    if(IsProfiledRequest)
        MiniProfiler.Stop();
}

protected bool IsProfiledRequest
{
    get 
    { 
        bool shouldProfile;
        Boolean.TryParse(Request["profiler"], out shouldProfile);

        return (Request.IsLocal || shouldProfile);
    }
}